Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287066.675 | 211246.5292 | 75820.1458 | -32302.9847 | 57762.2998 | -90065.2845 |
Total P&L (%) | 287.0667 | 211.2465 | 75.8201 | -32.303 | 57.7623 | -90.0653 |
Avg Daily Profit (%) | 0.1797 | 0.1323 | 0.0475 | -0.0244 | 0.0285 | -0.1445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108912 | -98877 | -88918 | -374960 | -126305 | -276127 |
Profit Factor | 1.4066 | 1.5247 | 1.2499 | 0.9702 | 1.1046 | 0.8302 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 46.6216 | 43.2432 | 50 | 46.6216 | 43.2432 | 50 |
Ratio Avg Win / Avg Loss | 1.6104 | 2.0011 | 1.2499 | 1.1108 | 1.4498 | 0.8302 |
Largest Winning Trade | 265573 | 265573 | 33525 | 206088 | 206088 | 90629 |
Largest Losing Trade | -59301 | -59301 | -42499 | -184161 | -73351 | -184161 |
Avg Bars in Trades | 39 | 44 | 34 | 39 | 44 | 34 |
Avg Bars in Winners | 45 | 52 | 40 | 45 | 52 | 40 |
Avg Bars in Losers | 34 | 39 | 29 | 34 | 39 | 29 |
Bars Traded | 5903 | 3318 | 2585 | 5903 | 3318 | 2585 |
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 | 301383 | -80982 | -194194 | -580033 | -328070 | -645236 |
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{ "first_band": { "type": "alma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 173, "offset": 115 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 173, "offset": 115 } } }
# | 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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