Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557660.052 | 437093.9354 | 120566.1165 | 1445508.7743 | -48856.0351 | 1494364.8094 |
Total P&L (%) | 557.6601 | 437.0939 | 120.5661 | 1445.5088 | -48.856 | 1494.3648 |
Avg Daily Profit (%) | 0.2822 | 0.2212 | 0.061 | 0.1387 | -0.0339 | 0.1402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120983 | -47395 | -176967 | -1437251 | -1392494 | -929592 |
Profit Factor | 2.3684 | 3.8238 | 1.4771 | 1.3592 | 0.9811 | 2.0417 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 50 | 58.6207 | 41.3793 | 50 | 58.6207 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.3684 | 2.6991 | 2.0925 | 1.3592 | 0.6926 | 2.8924 |
Largest Winning Trade | 130316 | 130316 | 78113 | 611108 | 561084 | 611108 |
Largest Losing Trade | -48783 | -47395 | -48783 | -1392494 | -1392494 | -818675 |
Avg Bars in Trades | 199 | 180 | 219 | 199 | 180 | 219 |
Avg Bars in Winners | 291 | 232 | 375 | 291 | 232 | 375 |
Avg Bars in Losers | 107 | 106 | 109 | 107 | 106 | 109 |
Bars Traded | 11581 | 5220 | 6361 | 11581 | 5220 | 6361 |
Profit Streak | 0 | 0 | 580.4782 | 0 | 0 | 580.4782 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166248 | 568694 | -112000 | -186568 | -579715 | -4355 |
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{ "first_band": { "type": "alma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 178, "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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