Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665316.002 | 408883.5677 | 256432.4344 | 2136700.4633 | -179430.3609 | 2316130.8242 |
Total P&L (%) | 665.316 | 408.8836 | 256.4324 | 2136.7005 | -179.4304 | 2316.1308 |
Avg Daily Profit (%) | 0.3685 | 0.2265 | 0.142 | 0.1723 | 0 | 0.1766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104511 | -77816 | -59628 | -1745534 | -969513 | -1257033 |
Profit Factor | 2.4244 | 2.4925 | 2.3277 | 1.3327 | 0.9524 | 1.8732 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 48.3146 | 40 | 56.8182 | 48.3146 | 40 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.5935 | 3.7388 | 1.769 | 1.4257 | 1.4286 | 1.4236 |
Largest Winning Trade | 336110 | 336110 | 71503 | 782430 | 724342 | 782430 |
Largest Losing Trade | -48906 | -22170 | -48906 | -1161847 | -361708 | -1161847 |
Avg Bars in Trades | 79 | 61 | 97 | 79 | 61 | 97 |
Avg Bars in Winners | 116 | 96 | 131 | 116 | 96 | 131 |
Avg Bars in Losers | 44 | 38 | 52 | 44 | 38 | 52 |
Bars Traded | 7048 | 2777 | 4271 | 7048 | 2777 | 4271 |
Profit Streak | 0 | 0 | 41.2122 | 0 | 0 | 41.2122 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492466 | 315913 | 90555 | 276010 | -582934 | 423853 |
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{ "first_band": { "type": "alma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 98, "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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