Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538684.6984 | 437036.996 | 101647.7025 | 2290162.9193 | 1048078.1585 | 1242084.7609 |
Total P&L (%) | 538.6847 | 437.037 | 101.6477 | 2290.1629 | 1048.0782 | 1242.0848 |
Avg Daily Profit (%) | 0.2725 | 0.2211 | 0.0514 | 0.1607 | 0.1235 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39503 | -36505 | -68774 | -852837 | -620515 | -517958 |
Profit Factor | 3.0683 | 4.6361 | 1.7248 | 2.1042 | 1.8702 | 2.4282 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 47.619 | 56.25 | 38.7097 | 47.619 | 56.25 | 38.7097 |
Ratio Avg Win / Avg Loss | 3.3751 | 3.6058 | 2.7309 | 2.3146 | 1.4546 | 3.8446 |
Largest Winning Trade | 139955 | 139955 | 90100 | 1123833 | 451571 | 1123833 |
Largest Losing Trade | -22406 | -20149 | -22406 | -465274 | -465274 | -277478 |
Avg Bars in Trades | 119 | 109 | 129 | 119 | 109 | 129 |
Avg Bars in Winners | 186 | 146 | 247 | 186 | 146 | 247 |
Avg Bars in Losers | 57 | 61 | 55 | 57 | 61 | 55 |
Bars Traded | 7513 | 3494 | 4019 | 7513 | 3494 | 4019 |
Profit Streak | 0 | 0 | 589.6013 | 0 | 0 | 589.6013 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137406 | 579861 | -124821 | -140222 | -24446 | -16338 |
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{ "first_band": { "type": "rma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 27, "offset": 0 } } }
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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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