Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2900082.8283 | 2782479.2213 | 117603.607 | 4646955.797 | 4504410.3039 | 142545.4931 |
Total P&L (%) | 2900.0828 | 2782.4792 | 117.6036 | 4646.9558 | 4504.4103 | 142.5455 |
Avg Daily Profit (%) | 1.3924 | 1.3359 | 0.0565 | 0.1855 | 0.184 | 0.0425 |
Buy And Hold Return (%) | 423.3721 | 423.3721 | 423.3721 | 423.3721 | 423.3721 | 423.3721 |
Max Trade Drawdown | -97011 | -79749 | -78922 | -7284106 | -6072187 | -6551190 |
Profit Factor | 4.2861 | 7.4727 | 1.2598 | 1.0984 | 1.1922 | 1.006 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 37.8238 | 36.4583 | 39.1753 | 37.8238 | 36.4583 | 39.1753 |
Ratio Avg Win / Avg Loss | 7.0457 | 13.0238 | 1.956 | 1.8056 | 2.0778 | 1.5619 |
Largest Winning Trade | 2622632 | 2622632 | 48407 | 4806956 | 4806956 | 2383144 |
Largest Losing Trade | -39261 | -25884 | -39261 | -2340277 | -2340277 | -2200915 |
Avg Bars in Trades | 127 | 116 | 138 | 127 | 116 | 138 |
Avg Bars in Winners | 226 | 204 | 245 | 226 | 204 | 245 |
Avg Bars in Losers | 67 | 65 | 69 | 67 | 65 | 69 |
Bars Traded | 24574 | 11152 | 13422 | 24574 | 11152 | 13422 |
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 | 616570 | 587160 | -286855 | -106960 | -5672 | -519180 |
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{ "first_band": { "type": "alma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 198, "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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