Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247790.322 | 56725.1182 | 191065.2039 | 105220.4351 | -111762.1736 | 216982.6087 |
Total P&L (%) | 247.7903 | 56.7251 | 191.0652 | 105.2204 | -111.7622 | 216.9826 |
Avg Daily Profit (%) | 0.1905 | 0.0436 | 0.1469 | 0.0553 | 0 | 0.0887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117915 | -120514 | -51761 | -198528 | -237549 | -51049 |
Profit Factor | 1.4523 | 1.1794 | 1.8246 | 1.1481 | 0.7662 | 1.9343 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 55.2381 | 50 | 60.3774 | 55.2381 | 50 | 60.3774 |
Ratio Avg Win / Avg Loss | 1.1769 | 1.1794 | 1.1974 | 0.9304 | 0.7662 | 1.2694 |
Largest Winning Trade | 57055 | 57055 | 46820 | 73705 | 73705 | 49674 |
Largest Losing Trade | -58304 | -58304 | -36103 | -85603 | -85603 | -30451 |
Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Winners | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Losers | 34 | 41 | 26 | 34 | 41 | 26 |
Bars Traded | 3750 | 2015 | 1734 | 3750 | 2015 | 1734 |
Profit Streak | 32.0977 | 113.431 | 32.0977 | 32.0977 | 113.431 | 32.0977 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378354 | -337388 | -172811 | -176386 | -759444 | -250126 |
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{ "first_band": { "type": "alma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 91, "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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