Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036237.4506 | 905587.0188 | 130650.4318 | 1350216.4315 | -118716.8364 | 1468933.2679 |
Total P&L (%) | 1036.2375 | 905.587 | 130.6504 | 1350.2164 | -118.7168 | 1468.9333 |
Avg Daily Profit (%) | 0.5368 | 0.4691 | 0.0677 | 0.1386 | 0 | 0.1427 |
Buy And Hold Return (%) | 11.483 | 11.483 | 11.483 | 11.483 | 11.483 | 11.483 |
Max Trade Drawdown | -112390 | -101147 | -75085 | -629446 | -842166 | -522678 |
Profit Factor | 2.5273 | 3.2998 | 1.4589 | 1.2828 | 0.9582 | 1.7607 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 46 | 16 | 30 | 46 | 16 | 30 |
Losing Trades | 71 | 43 | 28 | 71 | 43 | 28 |
Profitability (%) | 39.3162 | 27.1186 | 51.7241 | 39.3162 | 27.1186 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.9009 | 8.8683 | 1.3616 | 1.98 | 2.5753 | 1.6434 |
Largest Winning Trade | 679119 | 679119 | 50968 | 662796 | 662796 | 450953 |
Largest Losing Trade | -51068 | -27255 | -51068 | -355559 | -212348 | -355559 |
Avg Bars in Trades | 97 | 86 | 108 | 97 | 86 | 108 |
Avg Bars in Winners | 161 | 175 | 154 | 161 | 175 | 154 |
Avg Bars in Losers | 55 | 52 | 59 | 55 | 52 | 59 |
Bars Traded | 11379 | 5078 | 6301 | 11379 | 5078 | 6301 |
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 | 428048 | -180788 | -281339 | -10294 | -775435 | -178590 |
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{ "first_band": { "type": "alma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 108, "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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