Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1612072.663 | 1489654.6283 | 122418.0347 | 1697151.672 | 883705.9832 | 813445.6887 |
Total P&L (%) | 1612.0727 | 1489.6546 | 122.418 | 1697.1517 | 883.706 | 813.4457 |
Avg Daily Profit (%) | 0.6786 | 0.6271 | 0.0515 | 0.1217 | 0.0963 | 0.0932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138165 | -98034 | -90879 | -6059239 | -4780982 | -2632256 |
Profit Factor | 3.1232 | 5.1973 | 1.3027 | 1.1 | 1.0959 | 1.1048 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 47.6636 | 43.3962 | 51.8519 | 47.6636 | 43.3962 | 51.8519 |
Ratio Avg Win / Avg Loss | 3.4293 | 6.7791 | 1.2097 | 1.2078 | 1.4295 | 1.0259 |
Largest Winning Trade | 962994 | 962994 | 76091 | 4341164 | 4341164 | 1726580 |
Largest Losing Trade | -58869 | -43322 | -58869 | -2375738 | -1686396 | -2375738 |
Avg Bars in Trades | 87 | 76 | 98 | 87 | 76 | 98 |
Avg Bars in Winners | 138 | 130 | 144 | 138 | 130 | 144 |
Avg Bars in Losers | 41 | 35 | 48 | 41 | 35 | 48 |
Bars Traded | 9354 | 4053 | 5301 | 9354 | 4053 | 5301 |
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 | 628999 | -162995 | -303809 | -141309 | -361623 | -353244 |
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{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 15, "offset": 9 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 15, "offset": 9 } } }
# | 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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