Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93249.2848 | 74589.5065 | 18659.7783 | 132895.8816 | 105709.8543 | 27186.0273 |
Total P&L (%) | 93.2493 | 74.5895 | 18.6598 | 132.8959 | 105.7099 | 27.186 |
Avg Daily Profit (%) | 1.0742 | 0.8592 | 0.215 | 0.9786 | 0.8344 | 0.2774 |
Buy And Hold Return (%) | 45.8013 | 45.8013 | 45.8013 | 45.8013 | 45.8013 | 45.8013 |
Max Trade Drawdown | -12787 | -9047 | -10642 | -31081 | -14145 | -20553 |
Profit Factor | 2.3538 | 3.5393 | 1.4724 | 2.0687 | 2.9803 | 1.383 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 42.6471 | 47.0588 | 38.2353 | 42.6471 | 47.0588 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.1655 | 3.9817 | 2.3784 | 2.782 | 3.3528 | 2.2341 |
Largest Winning Trade | 19322 | 19322 | 9532 | 38730 | 38730 | 18592 |
Largest Losing Trade | -7647 | -4884 | -7647 | -17509 | -7809 | -17509 |
Avg Bars in Trades | 350 | 396 | 305 | 350 | 396 | 305 |
Avg Bars in Winners | 551 | 570 | 528 | 551 | 570 | 528 |
Avg Bars in Losers | 201 | 240 | 167 | 201 | 240 | 167 |
Bars Traded | 23857 | 13466 | 10391 | 23857 | 13466 | 10391 |
Profit Streak | 0 | 0 | 4.9545 | 0 | 0 | 4.9545 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107762 | 263855 | -161645 | -104945 | 379008 | -161657 |
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{ "first_band": { "type": "alma", "factors": { "length": 186, "offset": 127 } }, "second_band": { "type": "ema", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 186, "offset": 127 } }, "second_band": { "type": "ema", "factors": { "length": 187, "offset": 0 } } }
# | 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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