Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178002.6917 | 44319.9579 | 133682.7338 | 280713.3505 | 62104.2728 | 218609.0777 |
Total P&L (%) | 178.0027 | 44.32 | 133.6827 | 280.7134 | 62.1043 | 218.6091 |
Avg Daily Profit (%) | 0.3418 | 0.0851 | 0.2567 | 0.257 | 0.0928 | 0.2227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42678 | -48755 | -26808 | -116009 | -92679 | -82710 |
Profit Factor | 1.6424 | 1.2839 | 2.1052 | 1.4281 | 1.1752 | 1.7258 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 63.1068 | 54.902 | 71.1538 | 63.1068 | 54.902 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.9602 | 1.0546 | 0.8535 | 0.8349 | 0.9653 | 0.6997 |
Largest Winning Trade | 23013 | 17015 | 23013 | 47083 | 46841 | 47083 |
Largest Losing Trade | -26808 | -23119 | -26808 | -82710 | -66222 | -82710 |
Avg Bars in Trades | 234 | 268 | 201 | 234 | 268 | 201 |
Avg Bars in Winners | 167 | 178 | 159 | 167 | 178 | 159 |
Avg Bars in Losers | 349 | 378 | 306 | 349 | 378 | 306 |
Bars Traded | 24193 | 13706 | 10487 | 24193 | 13706 | 10487 |
Profit Streak | 5.3124 | 0 | 10.6458 | 5.3124 | 0 | 10.6458 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406074 | -261187 | -167454 | 339238 | -279073 | -168476 |
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{ "first_band": { "type": "alma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 107, "offset": 250 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 107, "offset": 250 } } }
# | 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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