Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1707580.4494 | 1542125.1064 | 165455.3431 | 14552158.322 | 6365595.9046 | 8186562.4174 |
Total P&L (%) | 1707.5804 | 1542.1251 | 165.4553 | 14552.1583 | 6365.5959 | 8186.5624 |
Avg Daily Profit (%) | 0.904 | 0.8164 | 0.0876 | 0.2644 | 0.2209 | 0.2341 |
Buy And Hold Return (%) | 294.6952 | 294.6952 | 294.6952 | 294.6952 | 294.6952 | 294.6952 |
Max Trade Drawdown | -54197 | -61214 | -32713 | -8302108 | -7445245 | -4818822 |
Profit Factor | 5.5943 | 8.0831 | 2.0747 | 1.5262 | 1.4166 | 1.6615 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 36.1446 | 26.8293 | 45.2381 | 36.1446 | 26.8293 | 45.2381 |
Ratio Avg Win / Avg Loss | 9.8832 | 22.0448 | 2.5115 | 2.6963 | 3.8635 | 2.0113 |
Largest Winning Trade | 1175561 | 1175561 | 60412 | 6431279 | 6431279 | 5657949 |
Largest Losing Trade | -22049 | -22049 | -15996 | -2695506 | -1733080 | -2695506 |
Avg Bars in Trades | 66 | 57 | 75 | 66 | 57 | 75 |
Avg Bars in Winners | 139 | 149 | 134 | 139 | 149 | 134 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 5540 | 2373 | 3166 | 5540 | 2373 | 3166 |
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 | 504627 | -1186 | -239662 | 161982 | -11592 | 348041 |
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{ "first_band": { "type": "alma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 51, "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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