Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3804516.359 | 3988138.6516 | -183622.2926 | -92003.1099 | 106287.0607 | -198290.1705 |
Total P&L (%) | 3804.5164 | 3988.1387 | -183.6223 | -92.0031 | 106.2871 | -198.2902 |
Avg Daily Profit (%) | 1.9376 | 2.0311 | -0.0935 | -0.1286 | 0.0369 | 0 |
Buy And Hold Return (%) | 1640.367 | 1640.367 | 1640.367 | 1640.367 | 1640.367 | 1640.367 |
Max Trade Drawdown | -333687 | -84704 | -369050 | -588846 | -206488 | -437381 |
Profit Factor | 5.7043 | 13.3715 | 0.6225 | 0.8815 | 1.3237 | 0.5574 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 40 | 42.5 | 37.5 | 40 | 42.5 | 37.5 |
Ratio Avg Win / Avg Loss | 8.5564 | 18.0908 | 1.0374 | 1.3222 | 1.7909 | 0.929 |
Largest Winning Trade | 3984645 | 3984645 | 59359 | 123060 | 123060 | 98438 |
Largest Losing Trade | -94341 | -60326 | -94341 | -170009 | -170009 | -114564 |
Avg Bars in Trades | 94 | 98 | 90 | 94 | 98 | 90 |
Avg Bars in Winners | 144 | 136 | 154 | 144 | 136 | 154 |
Avg Bars in Losers | 61 | 70 | 52 | 61 | 70 | 52 |
Bars Traded | 7565 | 3951 | 3614 | 7565 | 3951 | 3614 |
Profit Streak | 0 | 0 | 639.0223 | 0 | 0 | 639.0223 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9961 | 570978 | -582579 | -606777 | -310952 | -584245 |
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{ "first_band": { "type": "alma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 204, "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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