Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284746.7685 | 199357.9354 | 85388.8331 | 439631.762 | 269623.9366 | 170007.8254 |
Total P&L (%) | 284.7468 | 199.3579 | 85.3888 | 439.6318 | 269.6239 | 170.0078 |
Avg Daily Profit (%) | 0.2284 | 0.1599 | 0.0685 | 0.1353 | 0.1049 | 0.0797 |
Buy And Hold Return (%) | 102.3397 | 102.3397 | 102.3397 | 102.3397 | 102.3397 | 102.3397 |
Max Trade Drawdown | -54674 | -37382 | -54674 | -218672 | -223428 | -160413 |
Profit Factor | 1.83 | 2.56 | 1.3967 | 1.3923 | 1.5144 | 1.285 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 66.6667 | 71.1111 | 62.2222 | 66.6667 | 71.1111 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.915 | 1.04 | 0.848 | 0.6962 | 0.6152 | 0.7802 |
Largest Winning Trade | 49052 | 49052 | 45008 | 85803 | 85803 | 75825 |
Largest Losing Trade | -54674 | -32133 | -54674 | -190800 | -190800 | -118636 |
Avg Bars in Trades | 52 | 58 | 45 | 52 | 58 | 45 |
Avg Bars in Winners | 36 | 44 | 27 | 36 | 44 | 27 |
Avg Bars in Losers | 83 | 95 | 75 | 83 | 95 | 75 |
Bars Traded | 4704 | 2654 | 2050 | 4704 | 2654 | 2050 |
Profit Streak | 12.4693 | 61.7193 | 0 | 12.4693 | 61.7193 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307750 | 273261 | -266588 | -12053 | -52825 | -95688 |
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{ "first_band": { "type": "alma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 144, "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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