Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235497.9128 | 183236.481 | 52261.4318 | 383747.2701 | 247463.9679 | 136283.3022 |
Total P&L (%) | 235.4979 | 183.2365 | 52.2614 | 383.7473 | 247.464 | 136.2833 |
Avg Daily Profit (%) | 0.4522 | 0.3518 | 0.1003 | 0.3031 | 0.2394 | 0.1652 |
Buy And Hold Return (%) | 67.8332 | 67.8332 | 67.8332 | 67.8332 | 67.8332 | 67.8332 |
Max Trade Drawdown | -68187 | -51141 | -40909 | -188765 | -181992 | -162385 |
Profit Factor | 1.4099 | 1.6295 | 1.1844 | 1.2127 | 1.257 | 1.162 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Losing Trades | 152 | 75 | 77 | 152 | 75 | 77 |
Profitability (%) | 47.7663 | 48.2759 | 47.2603 | 47.7663 | 48.2759 | 47.2603 |
Ratio Avg Win / Avg Loss | 1.5417 | 1.7459 | 1.3217 | 1.3261 | 1.3468 | 1.2967 |
Largest Winning Trade | 73695 | 73695 | 18744 | 143317 | 143317 | 72147 |
Largest Losing Trade | -20719 | -20719 | -16834 | -64643 | -64643 | -57801 |
Avg Bars in Trades | 84 | 86 | 82 | 84 | 86 | 82 |
Avg Bars in Winners | 96 | 95 | 96 | 96 | 95 | 96 |
Avg Bars in Losers | 73 | 77 | 70 | 73 | 77 | 70 |
Bars Traded | 24573 | 12510 | 12062 | 24573 | 12510 | 12062 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325278 | 259839 | -244317 | 260722 | 138042 | -43610 |
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{ "first_band": { "type": "alma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 250, "offset": 0 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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