Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509755.1483 | 408182.2309 | 101572.9175 | 2037539.1108 | 1425123.2021 | 612415.9087 |
Total P&L (%) | 509.7551 | 408.1822 | 101.5729 | 2037.5391 | 1425.1232 | 612.4159 |
Avg Daily Profit (%) | 0.2713 | 0.2172 | 0.0541 | 0.1631 | 0.1451 | 0.1045 |
Buy And Hold Return (%) | 189.7331 | 189.7331 | 189.7331 | 189.7331 | 189.7331 | 189.7331 |
Max Trade Drawdown | -80774 | -66695 | -80510 | -585005 | -424691 | -710340 |
Profit Factor | 2.0785 | 2.8941 | 1.395 | 1.5466 | 1.8352 | 1.303 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 52.2124 | 50 | 54.386 | 52.2124 | 50 | 54.386 |
Ratio Avg Win / Avg Loss | 1.9024 | 2.8941 | 1.17 | 1.4155 | 1.8352 | 1.0928 |
Largest Winning Trade | 155415 | 155415 | 31134 | 423703 | 423703 | 302865 |
Largest Losing Trade | -26404 | -21708 | -26404 | -335678 | -283985 | -335678 |
Avg Bars in Trades | 195 | 192 | 198 | 195 | 192 | 198 |
Avg Bars in Winners | 242 | 245 | 239 | 242 | 245 | 239 |
Avg Bars in Losers | 143 | 138 | 148 | 143 | 138 | 148 |
Bars Traded | 22046 | 10754 | 11292 | 22046 | 10754 | 11292 |
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 | 352659 | -172641 | -465333 | 356406 | -175489 | -235287 |
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{ "first_band": { "type": "alma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 189, "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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