Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660289.1101 | 576395.3823 | 83893.7278 | 135732.0501 | 651829.2591 | -516097.209 |
Total P&L (%) | 660.2891 | 576.3954 | 83.8937 | 135.7321 | 651.8293 | -516.0972 |
Avg Daily Profit (%) | 0.4102 | 0.3581 | 0.0521 | 0.0533 | 0.1254 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231050 | -193731 | -113946 | -1682449 | -1282089 | -1284008 |
Profit Factor | 1.6334 | 1.9176 | 1.2025 | 1.0191 | 1.166 | 0.8381 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 112 | 44 | 68 | 112 | 44 | 68 |
Losing Trades | 120 | 72 | 48 | 120 | 72 | 48 |
Profitability (%) | 48.2759 | 37.931 | 58.6207 | 48.2759 | 37.931 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.7501 | 3.1378 | 0.8488 | 1.0919 | 1.908 | 0.5916 |
Largest Winning Trade | 331767 | 331767 | 34903 | 1284426 | 1284426 | 345983 |
Largest Losing Trade | -44629 | -44629 | -43139 | -540760 | -301762 | -540760 |
Avg Bars in Trades | 27 | 29 | 24 | 27 | 29 | 24 |
Avg Bars in Winners | 32 | 39 | 28 | 32 | 39 | 28 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 6273 | 3413 | 2860 | 6273 | 3413 | 2860 |
Profit Streak | 0 | 18.6237 | 0 | 0 | 18.6237 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494936 | 321474 | -124347 | -320481 | -66126 | -579628 |
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{ "first_band": { "type": "dema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "alma", "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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