Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1447354.3506 | 1345947.3983 | 101406.9523 | 1591003.7207 | 249204.7987 | 1341798.922 |
Total P&L (%) | 1447.3544 | 1345.9474 | 101.407 | 1591.0037 | 249.2048 | 1341.7989 |
Avg Daily Profit (%) | 0.7808 | 0.7261 | 0.0547 | 0.1527 | 0.0675 | 0.1441 |
Buy And Hold Return (%) | 53.2726 | 53.2726 | 53.2726 | 53.2726 | 53.2726 | 53.2726 |
Max Trade Drawdown | -115789 | -94441 | -69112 | -1526598 | -1242958 | -600984 |
Profit Factor | 3.7545 | 5.7686 | 1.417 | 1.2577 | 1.0715 | 1.4996 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 35.7143 | 30.9524 | 40.4762 | 35.7143 | 30.9524 | 40.4762 |
Ratio Avg Win / Avg Loss | 6.758 | 12.8685 | 2.0838 | 2.2639 | 2.3902 | 2.2053 |
Largest Winning Trade | 1219001 | 1219001 | 63399 | 816070 | 775880 | 816070 |
Largest Losing Trade | -24423 | -21680 | -24423 | -376288 | -376288 | -353494 |
Avg Bars in Trades | 260 | 231 | 290 | 260 | 231 | 290 |
Avg Bars in Winners | 469 | 474 | 465 | 469 | 474 | 465 |
Avg Bars in Losers | 145 | 122 | 171 | 145 | 122 | 171 |
Bars Traded | 21912 | 9719 | 12194 | 21912 | 9719 | 12194 |
Profit Streak | 0 | 0 | 39.3858 | 0 | 0 | 39.3858 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523876 | 487027 | -128603 | 116596 | -252626 | -1016 |
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{ "first_band": { "type": "alma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 160, "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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