Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458586.297 | 276839.1658 | 181747.1312 | 1049791.5089 | 894585.1648 | 155206.344 |
Total P&L (%) | 458.5863 | 276.8392 | 181.7471 | 1049.7915 | 894.5852 | 155.2063 |
Avg Daily Profit (%) | 0.2725 | 0.1645 | 0.108 | 0.1452 | 0.1366 | 0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84434 | -133812 | -52604 | -1037240 | -465076 | -860574 |
Profit Factor | 1.5421 | 1.6384 | 1.4407 | 1.3505 | 1.6406 | 1.0971 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Profitability (%) | 38.8 | 38.4 | 39.2 | 38.8 | 38.4 | 39.2 |
Ratio Avg Win / Avg Loss | 2.4323 | 2.6283 | 2.2346 | 2.1302 | 2.6319 | 1.7016 |
Largest Winning Trade | 85320 | 85320 | 50509 | 545610 | 545610 | 358421 |
Largest Losing Trade | -22978 | -21727 | -22978 | -308842 | -308842 | -239804 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
Bars Traded | 6688 | 3205 | 3483 | 6688 | 3205 | 3483 |
Profit Streak | 11.2612 | 34.2612 | 0 | 11.2612 | 34.2612 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316129 | 250472 | -50909 | 21529 | -10632 | -235319 |
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{ "first_band": { "type": "alma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 24, "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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