Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892500.8228 | 761360.2768 | 131140.546 | 1748578.3182 | 324506.2153 | 1424072.1029 |
Total P&L (%) | 892.5008 | 761.3603 | 131.1405 | 1748.5783 | 324.5062 | 1424.0721 |
Avg Daily Profit (%) | 0.4789 | 0.4086 | 0.0704 | 0.1567 | 0.0776 | 0.1463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94596 | -60205 | -46955 | -3425673 | -2458776 | -1657039 |
Profit Factor | 3.5071 | 4.9753 | 1.7974 | 1.189 | 1.0665 | 1.3259 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 46.6667 | 36.6667 | 56.6667 | 46.6667 | 36.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 4.0081 | 8.5938 | 1.3745 | 1.3588 | 1.8421 | 1.0139 |
Largest Winning Trade | 678550 | 678550 | 54651 | 1958495 | 1958495 | 1246079 |
Largest Losing Trade | -41446 | -41446 | -29205 | -1154377 | -740820 | -1154377 |
Avg Bars in Trades | 59 | 48 | 70 | 59 | 48 | 70 |
Avg Bars in Winners | 97 | 90 | 102 | 97 | 90 | 102 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 3553 | 1450 | 2103 | 3553 | 1450 | 2103 |
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 | -157674 | 445122 | -95860 | -179791 | -240871 | 133619 |
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{ "first_band": { "type": "alma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 126, "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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