Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1890023.0418 | 1965043.7506 | -75020.7088 | 6597.8473 | 953426.4929 | -946828.6455 |
Total P&L (%) | 1890.023 | 1965.0438 | -75.0207 | 6.5978 | 953.4265 | -946.8286 |
Avg Daily Profit (%) | 0.8344 | 0.8676 | -0.0331 | 0.0028 | 0.104 | 0 |
Buy And Hold Return (%) | 343.6817 | 343.6817 | 343.6817 | 343.6817 | 343.6817 | 343.6817 |
Max Trade Drawdown | -207519 | -156994 | -189871 | -1913155 | -1260420 | -1069338 |
Profit Factor | 3.2848 | 6.1637 | 0.832 | 1.0021 | 1.571 | 0.3803 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 39.5833 | 29.1667 | 50 | 39.5833 | 29.1667 | 50 |
Ratio Avg Win / Avg Loss | 5.0136 | 14.969 | 0.832 | 1.5295 | 3.8152 | 0.3803 |
Largest Winning Trade | 1840706 | 1840706 | 59368 | 1890545 | 1890545 | 78005 |
Largest Losing Trade | -72838 | -34487 | -72838 | -650404 | -650404 | -467967 |
Avg Bars in Trades | 68 | 57 | 78 | 68 | 57 | 78 |
Avg Bars in Winners | 107 | 106 | 108 | 107 | 106 | 108 |
Avg Bars in Losers | 42 | 37 | 49 | 42 | 37 | 49 |
Bars Traded | 6555 | 2767 | 3788 | 6555 | 2767 | 3788 |
Profit Streak | 0 | 0 | 272.4745 | 0 | 0 | 272.4745 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528479 | 343299 | -579295 | -575764 | -65531 | -579295 |
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{ "first_band": { "type": "alma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 64, "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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