Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378155.5301 | 331000.5115 | 47155.0186 | -167790.4321 | 16950.8714 | -184741.3035 |
Total P&L (%) | 378.1555 | 331.0005 | 47.155 | -167.7904 | 16.9509 | -184.7413 |
Avg Daily Profit (%) | 0.2 | 0.1751 | 0.0249 | 0 | 0.0083 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251837 | -61935 | -246747 | -264395 | -45565 | -240566 |
Profit Factor | 1.4253 | 1.8278 | 1.0964 | 0.6725 | 1.1037 | 0.4704 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 119 | 58 | 61 | 95 | 50 | 45 |
Losing Trades | 99 | 51 | 48 | 123 | 59 | 64 |
Profitability (%) | 54.5872 | 53.211 | 55.9633 | 43.578 | 45.8716 | 41.2844 |
Ratio Avg Win / Avg Loss | 1.1857 | 1.6072 | 0.8627 | 0.8707 | 1.3024 | 0.669 |
Largest Winning Trade | 164246 | 164246 | 41527 | 42709 | 26696 | 42709 |
Largest Losing Trade | -123613 | -47757 | -123613 | -134998 | -19609 | -134998 |
Avg Bars in Trades | 100 | 111 | 89 | 100 | 111 | 89 |
Avg Bars in Winners | 86 | 98 | 75 | 115 | 129 | 99 |
Avg Bars in Losers | 117 | 126 | 108 | 89 | 95 | 83 |
Bars Traded | 21954 | 12146 | 9808 | 21954 | 12146 | 9808 |
Profit Streak | 0 | 11.3444 | 0 | 10.1777 | 0 | 11.1777 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367424 | 419861 | -276820 | -581475 | -299009 | -583793 |
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{ "first_band": { "type": "fwma", "factors": { "length": 217, "offset": 63 } }, "second_band": { "type": "alma", "factors": { "length": 168, "offset": 163 } } }
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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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