Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399045.8532 | 356629.0401 | 42416.8132 | 626625.996 | 897079.2963 | -270453.3002 |
Total P&L (%) | 399.0459 | 356.629 | 42.4168 | 626.626 | 897.0793 | -270.4533 |
Avg Daily Profit (%) | 0.2102 | 0.1878 | 0.0223 | 0.1045 | 0.1212 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224366 | -81292 | -203671 | -5900835 | -2522363 | -5133213 |
Profit Factor | 1.4833 | 2.2828 | 1.0774 | 1.0462 | 1.1815 | 0.9687 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 58 | 26 | 32 | 50 | 24 | 26 |
Losing Trades | 40 | 23 | 17 | 48 | 25 | 23 |
Profitability (%) | 59.1837 | 53.0612 | 65.3061 | 51.0204 | 48.9796 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.0229 | 2.0194 | 0.5724 | 1.0043 | 1.2307 | 0.8569 |
Largest Winning Trade | 63281 | 62022 | 63281 | 2511593 | 1667791 | 2511593 |
Largest Losing Trade | -161590 | -33111 | -161590 | -1268848 | -1020124 | -1268848 |
Avg Bars in Trades | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Winners | 48 | 40 | 54 | 53 | 48 | 57 |
Avg Bars in Losers | 67 | 60 | 76 | 58 | 51 | 66 |
Bars Traded | 5490 | 2453 | 3037 | 5490 | 2453 | 3037 |
Profit Streak | 0 | 0 | 73.0071 | 0 | 0 | 73.0071 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373080 | 444820 | -298985 | -222394 | -51985 | -579318 |
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{ "first_band": { "type": "wma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 71, "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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