Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388443.2168 | 363019.4135 | 25423.8033 | -78974.4549 | 252.0857 | -79226.5406 |
Total P&L (%) | 388.4432 | 363.0194 | 25.4238 | -78.9745 | 0.2521 | -79.2265 |
Avg Daily Profit (%) | 0.2042 | 0.1909 | 0.0134 | -0.082 | 0.0001 | -0.0826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169696 | -132495 | -121814 | -442926 | -294949 | -197798 |
Profit Factor | 1.45 | 1.9394 | 1.0533 | 0.9411 | 1.0004 | 0.8927 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 47.2973 | 43.2432 | 51.3514 | 47.2973 | 43.2432 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.6158 | 2.5455 | 0.9979 | 1.0486 | 1.313 | 0.8457 |
Largest Winning Trade | 227332 | 227332 | 47854 | 148719 | 148719 | 110768 |
Largest Losing Trade | -79766 | -51924 | -79766 | -135792 | -131443 | -135792 |
Avg Bars in Trades | 99 | 87 | 110 | 99 | 87 | 110 |
Avg Bars in Winners | 124 | 114 | 133 | 124 | 114 | 133 |
Avg Bars in Losers | 75 | 66 | 86 | 75 | 66 | 86 |
Bars Traded | 7334 | 3238 | 4096 | 7334 | 3238 | 4096 |
Profit Streak | 544.0283 | 0 | 580.0283 | 544.0283 | 0 | 580.0283 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59475 | 309748 | -341265 | -648356 | -581096 | -580013 |
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{ "first_band": { "type": "alma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 214, "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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