Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94585.4986 | 63479.5039 | 31105.9947 | 103134.2674 | 78073.7139 | 25060.5535 |
Total P&L (%) | 94.5855 | 63.4795 | 31.106 | 103.1343 | 78.0737 | 25.0606 |
Avg Daily Profit (%) | 0.3632 | 0.2438 | 0.1194 | 0.2725 | 0.2218 | 0.0859 |
Buy And Hold Return (%) | 15.5977 | 15.5977 | 15.5977 | 15.5977 | 15.5977 | 15.5977 |
Max Trade Drawdown | -38330 | -31901 | -34501 | -53029 | -41720 | -48656 |
Profit Factor | 1.4011 | 1.5232 | 1.2718 | 1.3407 | 1.5141 | 1.1661 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 62.9921 | 62.5 | 63.4921 | 62.9921 | 62.5 | 63.4921 |
Ratio Avg Win / Avg Loss | 0.8232 | 0.9139 | 0.7313 | 0.7877 | 0.9085 | 0.6705 |
Largest Winning Trade | 12811 | 12608 | 12811 | 18785 | 18785 | 14899 |
Largest Losing Trade | -25712 | -15414 | -25712 | -31797 | -18628 | -31797 |
Avg Bars in Trades | 193 | 196 | 189 | 193 | 196 | 189 |
Avg Bars in Winners | 139 | 142 | 135 | 139 | 142 | 135 |
Avg Bars in Losers | 284 | 287 | 282 | 284 | 287 | 282 |
Bars Traded | 24528 | 12596 | 11932 | 24528 | 12596 | 11932 |
Profit Streak | 8.6696 | 8.6696 | 18.1384 | 8.6696 | 8.6696 | 18.1384 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347349 | -132219 | -187030 | 319295 | -131631 | -272043 |
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{ "first_band": { "type": "alma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 193, "offset": 120 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 193, "offset": 120 } } }
# | 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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