Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493028.506 | 387775.2429 | 105253.263 | 1528674.4856 | 700711.2484 | 827963.2372 |
Total P&L (%) | 493.0285 | 387.7752 | 105.2533 | 1528.6745 | 700.7112 | 827.9632 |
Avg Daily Profit (%) | 0.2494 | 0.1961 | 0.0532 | 0.1412 | 0.1053 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56849 | -73059 | -124150 | -801597 | -917369 | -451365 |
Profit Factor | 2.4901 | 3.7113 | 1.5603 | 1.7115 | 1.6278 | 1.8021 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 42.4242 | 45.4545 | 39.3939 | 42.4242 | 45.4545 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.3794 | 4.4535 | 2.4005 | 2.3228 | 1.9533 | 2.7725 |
Largest Winning Trade | 118635 | 118635 | 70436 | 598001 | 366773 | 598001 |
Largest Losing Trade | -35650 | -16176 | -35650 | -217653 | -214614 | -217653 |
Avg Bars in Trades | 86 | 77 | 95 | 86 | 77 | 95 |
Avg Bars in Winners | 133 | 114 | 154 | 133 | 114 | 154 |
Avg Bars in Losers | 52 | 47 | 57 | 52 | 47 | 57 |
Bars Traded | 5731 | 2572 | 3159 | 5731 | 2572 | 3159 |
Profit Streak | 586.6001 | 723.6001 | 586.6001 | 586.6001 | 723.6001 | 586.6001 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117600 | 503153 | -122601 | -131216 | -49393 | -42202 |
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{ "first_band": { "type": "alma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 14, "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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