Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306387.7815 | 1224153.4445 | 82234.3371 | 1671225.2583 | 1628081.6291 | 43143.6292 |
Total P&L (%) | 1306.3878 | 1224.1534 | 82.2343 | 1671.2253 | 1628.0816 | 43.1436 |
Avg Daily Profit (%) | 0.6271 | 0.5876 | 0.0395 | 0.1381 | 0.1369 | 0.0172 |
Buy And Hold Return (%) | 56.8085 | 56.8085 | 56.8085 | 56.8085 | 56.8085 | 56.8085 |
Max Trade Drawdown | -90131 | -111810 | -80701 | -4874126 | -3396747 | -2885724 |
Profit Factor | 2.6442 | 3.9476 | 1.2169 | 1.0835 | 1.1498 | 1.0047 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 39.8058 | 31.3725 | 48.0769 | 39.8058 | 31.3725 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.9986 | 8.6354 | 1.3142 | 1.6384 | 2.5151 | 1.0851 |
Largest Winning Trade | 838505 | 838505 | 61948 | 2351725 | 2351725 | 1360430 |
Largest Losing Trade | -39836 | -33401 | -39836 | -1581905 | -809665 | -1581905 |
Avg Bars in Trades | 238 | 224 | 253 | 238 | 224 | 253 |
Avg Bars in Winners | 404 | 448 | 376 | 404 | 448 | 376 |
Avg Bars in Losers | 129 | 121 | 139 | 129 | 121 | 139 |
Bars Traded | 24615 | 11435 | 13180 | 24615 | 11435 | 13180 |
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 | 469479 | -169203 | -347936 | -139617 | -252126 | -731774 |
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{ "first_band": { "type": "alma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 76, "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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