Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486169.8065 | 528145.8901 | -41976.0836 | -36196.2707 | 1609938.0278 | -1646134.2985 |
Total P&L (%) | 486.1698 | 528.1459 | -41.9761 | -36.1963 | 1609.938 | -1646.1343 |
Avg Daily Profit (%) | 0.2607 | 0.2832 | -0.0225 | -0.0241 | 0.1523 | 0 |
Buy And Hold Return (%) | 11.742 | 11.742 | 11.742 | 11.742 | 11.742 | 11.742 |
Max Trade Drawdown | -300234 | -172637 | -171507 | -2765211 | -438822 | -2591850 |
Profit Factor | 1.6975 | 2.5858 | 0.8847 | 0.9904 | 3.2168 | 0.4587 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 42.6829 | 39.0244 | 46.3415 | 42.6829 | 39.0244 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.2795 | 4.0404 | 1.0244 | 1.33 | 5.0262 | 0.5312 |
Largest Winning Trade | 333262 | 333262 | 57115 | 1019334 | 1019334 | 683214 |
Largest Losing Trade | -61258 | -27042 | -61258 | -1673616 | -123546 | -1673616 |
Avg Bars in Trades | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Winners | 54 | 57 | 52 | 54 | 57 | 52 |
Avg Bars in Losers | 34 | 39 | 30 | 34 | 39 | 30 |
Bars Traded | 3564 | 1893 | 1671 | 3564 | 1893 | 1671 |
Profit Streak | 0 | 0 | 165.2923 | 0 | 0 | 165.2923 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -266 | 340090 | -579144 | -590734 | 343665 | -580811 |
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{ "first_band": { "type": "alma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 104, "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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