Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100253.7773 | 13978.8949 | 86274.8823 | 102833.2889 | 31171.6432 | 71661.6457 |
Total P&L (%) | 100.2538 | 13.9789 | 86.2749 | 102.8333 | 31.1716 | 71.6616 |
Avg Daily Profit (%) | 0.385 | 0.0537 | 0.3313 | 0.2719 | 0.1042 | 0.2077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53616 | -52874 | -37017 | -60678 | -48383 | -53826 |
Profit Factor | 1.2812 | 1.0743 | 1.512 | 1.2334 | 1.1437 | 1.3204 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 50 | 46.789 | 53.211 | 50 | 46.789 | 53.211 |
Ratio Avg Win / Avg Loss | 1.2812 | 1.2218 | 1.3295 | 1.2334 | 1.3007 | 1.1611 |
Largest Winning Trade | 19267 | 14667 | 19267 | 22375 | 20826 | 22375 |
Largest Losing Trade | -14206 | -14206 | -14048 | -29577 | -29577 | -21953 |
Avg Bars in Trades | 113 | 114 | 111 | 113 | 114 | 111 |
Avg Bars in Winners | 122 | 139 | 108 | 122 | 139 | 108 |
Avg Bars in Losers | 103 | 93 | 114 | 103 | 93 | 114 |
Bars Traded | 24661 | 12532 | 12129 | 24661 | 12532 | 12129 |
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 | 320982 | -304905 | 319658 | 275702 | -122167 | 239479 |
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{ "first_band": { "type": "sma", "factors": { "length": 118, "offset": 110 } }, "second_band": { "type": "alma", "factors": { "length": 59, "offset": 203 } } }
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# | 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) |
---|