Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232630.0599 | 62700.8008 | 169929.2591 | 176091.7402 | -425144.5334 | 601236.2735 |
Total P&L (%) | 232.6301 | 62.7008 | 169.9293 | 176.0917 | -425.1445 | 601.2363 |
Avg Daily Profit (%) | 0.2241 | 0.0604 | 0.1637 | 0.0979 | 0 | 0.1878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112032 | -95676 | -42421 | -432717 | -681089 | -121074 |
Profit Factor | 1.4116 | 1.169 | 1.8746 | 1.0892 | 0.6924 | 2.0176 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 54.4 | 53.9683 | 54.8387 | 54.4 | 53.9683 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.1832 | 0.9971 | 1.5438 | 0.913 | 0.5906 | 1.6616 |
Largest Winning Trade | 63862 | 63862 | 37053 | 115983 | 89559 | 115983 |
Largest Losing Trade | -35329 | -35329 | -25699 | -228987 | -228987 | -77406 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 3982 | 1878 | 2104 | 3982 | 1878 | 2104 |
Profit Streak | 5.23 | 8.98 | 0 | 5.23 | 8.98 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367447 | -294235 | -142683 | -184699 | -725997 | -141785 |
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{ "first_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 54, "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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