Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1123306.5119 | 1083793.8663 | 39512.6455 | 2520934.2419 | 3005940.7378 | -485006.4959 |
Total P&L (%) | 1123.3065 | 1083.7939 | 39.5126 | 2520.9342 | 3005.9407 | -485.0065 |
Avg Daily Profit (%) | 0.6163 | 0.5946 | 0.0217 | 0.1794 | 0.1887 | 0 |
Buy And Hold Return (%) | 694.5751 | 694.5751 | 694.5751 | 694.5751 | 694.5751 | 694.5751 |
Max Trade Drawdown | -109600 | -63386 | -72533 | -4226218 | -2729588 | -2345465 |
Profit Factor | 3.2559 | 5.7315 | 1.147 | 1.2492 | 1.6087 | 0.9064 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 41.1765 | 47.0588 | 35.2941 | 41.1765 | 47.0588 | 35.2941 |
Ratio Avg Win / Avg Loss | 4.6513 | 6.448 | 2.1027 | 1.7845 | 1.8098 | 1.6617 |
Largest Winning Trade | 549711 | 549711 | 74221 | 3067322 | 3067322 | 933810 |
Largest Losing Trade | -30459 | -23067 | -30459 | -930743 | -930743 | -693352 |
Avg Bars in Trades | 76 | 67 | 85 | 76 | 67 | 85 |
Avg Bars in Winners | 127 | 102 | 161 | 127 | 102 | 161 |
Avg Bars in Losers | 40 | 36 | 43 | 40 | 36 | 43 |
Bars Traded | 5184 | 2286 | 2898 | 5184 | 2286 | 2898 |
Profit Streak | 0 | 168.1645 | 0 | 0 | 168.1645 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108829 | 350228 | -393187 | -111015 | 319021 | -583736 |
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{ "first_band": { "type": "alma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 108, "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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