Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1777351.1844 | 1804979.5996 | -27628.4152 | 230029.4909 | 2577923.9961 | -2347894.5051 |
Total P&L (%) | 1777.3512 | 1804.9796 | -27.6284 | 230.0295 | 2577.924 | -2347.8945 |
Avg Daily Profit (%) | 0.7995 | 0.812 | -0.0124 | 0.0537 | 0.148 | 0 |
Buy And Hold Return (%) | 528.4145 | 528.4145 | 528.4145 | 528.4145 | 528.4145 | 528.4145 |
Max Trade Drawdown | -228636 | -162996 | -85336 | -9572930 | -6571209 | -3077509 |
Profit Factor | 4.1815 | 7.2241 | 0.8972 | 1.0131 | 1.247 | 0.6709 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 45.614 | 48.2759 | 42.8571 | 45.614 | 48.2759 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.9856 | 7.7401 | 1.1962 | 1.2079 | 1.3361 | 0.8945 |
Largest Winning Trade | 1748598 | 1748598 | 45180 | 8631300 | 8631300 | 2011159 |
Largest Losing Trade | -47284 | -44653 | -47284 | -4422034 | -4422034 | -2163252 |
Avg Bars in Trades | 70 | 60 | 81 | 70 | 60 | 81 |
Avg Bars in Winners | 92 | 90 | 95 | 92 | 90 | 95 |
Avg Bars in Losers | 52 | 32 | 71 | 52 | 32 | 71 |
Bars Traded | 4045 | 1754 | 2291 | 4045 | 1754 | 2291 |
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 | -163636 | 656552 | -602944 | -674279 | 91379 | -604611 |
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{ "first_band": { "type": "alma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 235, "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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