Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2430067.5831 | 2397966.2926 | 32101.2905 | 1790208.6937 | 13988205.5906 | -12197996.8969 |
Total P&L (%) | 2430.0676 | 2397.9663 | 32.1013 | 1790.2087 | 13988.2056 | -12197.9969 |
Avg Daily Profit (%) | 1.0989 | 1.0844 | 0.0145 | 0.133 | 0.224 | 0 |
Buy And Hold Return (%) | 705.0122 | 705.0122 | 705.0122 | 705.0122 | 705.0122 | 705.0122 |
Max Trade Drawdown | -194985 | -103394 | -113443 | -18908523 | -6762952 | -13036502 |
Profit Factor | 4.7051 | 9.4946 | 1.0859 | 1.0548 | 2.1479 | 0.4047 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 43.662 | 48.5714 | 38.8889 | 43.662 | 48.5714 | 38.8889 |
Ratio Avg Win / Avg Loss | 6.0711 | 10.0532 | 1.7065 | 1.361 | 2.2742 | 0.636 |
Largest Winning Trade | 2173224 | 2173224 | 49029 | 19422729 | 19422729 | 1171841 |
Largest Losing Trade | -52454 | -47722 | -52454 | -10656867 | -4609777 | -10656867 |
Avg Bars in Trades | 91 | 86 | 96 | 91 | 86 | 96 |
Avg Bars in Winners | 154 | 138 | 175 | 154 | 138 | 175 |
Avg Bars in Losers | 42 | 37 | 46 | 42 | 37 | 46 |
Bars Traded | 6492 | 3017 | 3475 | 6492 | 3017 | 3475 |
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 | -75452 | 670373 | -468445 | -272573 | 423477 | -585101 |
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{ "first_band": { "type": "alma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 31, "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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