Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63294.8463 | 6733.4651 | 56561.3812 | 50603.9458 | -2592.8993 | 53196.8451 |
Total P&L (%) | 63.2948 | 6.7335 | 56.5614 | 50.6039 | -2.5929 | 53.1968 |
Avg Daily Profit (%) | 0.243 | 0.0259 | 0.2172 | 0.1574 | -0.0101 | 0.1639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53698 | -47845 | -34791 | -67618 | -62225 | -53826 |
Profit Factor | 1.3638 | 1.0733 | 1.6889 | 1.2324 | 0.9772 | 1.5115 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 71.4286 | 65.3061 | 77.551 | 71.4286 | 65.3061 | 77.551 |
Ratio Avg Win / Avg Loss | 0.5455 | 0.5702 | 0.4889 | 0.4929 | 0.5191 | 0.4375 |
Largest Winning Trade | 10103 | 8322 | 10103 | 11528 | 8953 | 11528 |
Largest Losing Trade | -30872 | -20090 | -30872 | -37778 | -29665 | -37778 |
Avg Bars in Trades | 248 | 258 | 238 | 248 | 258 | 238 |
Avg Bars in Winners | 182 | 195 | 171 | 182 | 195 | 171 |
Avg Bars in Losers | 412 | 376 | 468 | 412 | 376 | 468 |
Bars Traded | 24308 | 12645 | 11663 | 24308 | 12645 | 11663 |
Profit Streak | 11.0074 | 23.6949 | 11.0074 | 11.0074 | 23.6949 | 11.0074 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354451 | -463507 | 383766 | 268717 | -578586 | 333662 |
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{ "first_band": { "type": "sma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 107, "offset": 248 } } }
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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) |
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