Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435080.0839 | 359695.7782 | 75384.3057 | -1040591.9538 | -264318.8122 | -776273.1416 |
Total P&L (%) | 435.0801 | 359.6958 | 75.3843 | -1040.592 | -264.3188 | -776.2731 |
Avg Daily Profit (%) | 0.2748 | 0.2272 | 0.0476 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259095 | -87186 | -217266 | -4361150 | -2190224 | -3157260 |
Profit Factor | 1.3061 | 1.5565 | 1.0973 | 0.9418 | 0.9674 | 0.9206 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 188 | 91 | 97 | 169 | 78 | 91 |
Losing Trades | 164 | 85 | 79 | 183 | 98 | 85 |
Profitability (%) | 53.4091 | 51.7045 | 55.1136 | 48.0114 | 44.3182 | 51.7045 |
Ratio Avg Win / Avg Loss | 1.1393 | 1.4539 | 0.8936 | 1.0198 | 1.2154 | 0.8599 |
Largest Winning Trade | 177981 | 177981 | 40227 | 1186513 | 1186513 | 995757 |
Largest Losing Trade | -176240 | -38716 | -176240 | -1434559 | -692305 | -1434559 |
Avg Bars in Trades | 53 | 52 | 53 | 53 | 52 | 53 |
Avg Bars in Winners | 48 | 45 | 51 | 55 | 57 | 53 |
Avg Bars in Losers | 58 | 59 | 56 | 50 | 48 | 53 |
Bars Traded | 18668 | 9249 | 9419 | 18668 | 9249 | 9419 |
Profit Streak | 0 | 0 | 15.7419 | 6.4085 | 13.8252 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383893 | 363310 | -242924 | -577352 | -580356 | -580190 |
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{ "first_band": { "type": "alma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 194, "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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