Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793685.6551 | 565435.2733 | 228250.3818 | 1505289.8159 | -1809468.623 | 3314758.4389 |
Total P&L (%) | 793.6857 | 565.4353 | 228.2504 | 1505.2898 | -1809.4686 | 3314.7584 |
Avg Daily Profit (%) | 0.4367 | 0.3111 | 0.1256 | 0.1529 | 0 | 0.1945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98563 | -130089 | -38197 | -3626994 | -2969045 | -1321107 |
Profit Factor | 2.6318 | 2.7944 | 2.3327 | 1.1293 | 0.7604 | 1.8103 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 73 | 43 | 30 | 73 | 43 | 30 |
Profitability (%) | 43.8462 | 33.8462 | 53.8462 | 43.8462 | 33.8462 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.3706 | 5.4618 | 1.9995 | 1.4463 | 1.4863 | 1.5517 |
Largest Winning Trade | 550554 | 550554 | 68546 | 1209525 | 1209525 | 1172871 |
Largest Losing Trade | -35022 | -35022 | -22630 | -945941 | -945941 | -498818 |
Avg Bars in Trades | 39 | 45 | 33 | 39 | 45 | 33 |
Avg Bars in Winners | 55 | 66 | 47 | 55 | 66 | 47 |
Avg Bars in Losers | 27 | 34 | 17 | 27 | 34 | 17 |
Bars Traded | 5155 | 2963 | 2192 | 5155 | 2963 | 2192 |
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 | 469154 | -123919 | -152083 | -72725 | -717351 | -119757 |
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{ "first_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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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