Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009855.6505 | 860137.8844 | 149717.7661 | 2017944.4215 | 147855.0829 | 1870089.3385 |
Total P&L (%) | 1009.8557 | 860.1379 | 149.7178 | 2017.9444 | 147.8551 | 1870.0893 |
Avg Daily Profit (%) | 0.4178 | 0.3558 | 0.0619 | 0.1264 | 0.0376 | 0.1234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72217 | -51738 | -63989 | -2423480 | -1749749 | -1024744 |
Profit Factor | 3.3287 | 4.9678 | 1.6904 | 1.2743 | 1.0378 | 1.5428 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 |
Ratio Avg Win / Avg Loss | 5.2309 | 7.8065 | 2.6563 | 2.0024 | 1.6308 | 2.4244 |
Largest Winning Trade | 643832 | 643832 | 63505 | 1295620 | 1295240 | 1295620 |
Largest Losing Trade | -32746 | -22486 | -32746 | -543108 | -522190 | -543108 |
Avg Bars in Trades | 130 | 108 | 151 | 130 | 108 | 151 |
Avg Bars in Winners | 241 | 181 | 300 | 241 | 181 | 300 |
Avg Bars in Losers | 59 | 61 | 56 | 59 | 61 | 56 |
Bars Traded | 9364 | 3906 | 5458 | 9364 | 3906 | 5458 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71835 | 461442 | -111344 | -110941 | -324902 | -29521 |
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{ "first_band": { "type": "alma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 12, "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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