Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724529.5987 | 694263.0502 | 30266.5486 | 437942.6716 | 76906.4626 | 361036.209 |
Total P&L (%) | 724.5296 | 694.2631 | 30.2665 | 437.9427 | 76.9065 | 361.0362 |
Avg Daily Profit (%) | 0.3843 | 0.3682 | 0.0161 | 0.0893 | 0.0303 | 0.0811 |
Buy And Hold Return (%) | 191.065 | 191.065 | 191.065 | 191.065 | 191.065 | 191.065 |
Max Trade Drawdown | -123265 | -76258 | -130747 | -680777 | -341754 | -427971 |
Profit Factor | 2.1121 | 3.1778 | 1.091 | 1.1697 | 1.055 | 1.3052 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 42.1053 | 37.5 | 46.8085 | 42.1053 | 37.5 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.9042 | 5.2964 | 1.2397 | 1.6083 | 1.7583 | 1.4832 |
Largest Winning Trade | 374469 | 374469 | 57875 | 369042 | 369042 | 362565 |
Largest Losing Trade | -55615 | -27076 | -55615 | -264266 | -167646 | -264266 |
Avg Bars in Trades | 77 | 70 | 85 | 77 | 70 | 85 |
Avg Bars in Winners | 122 | 114 | 128 | 122 | 114 | 128 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 7402 | 3374 | 4028 | 7402 | 3374 | 4028 |
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 | 302589 | 296222 | -458796 | -114292 | -481921 | -93356 |
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{ "first_band": { "type": "alma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 84, "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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