Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410176.083 | 290129.1708 | 120046.9122 | 281500.9803 | 112864.5537 | 168636.4266 |
Total P&L (%) | 410.1761 | 290.1292 | 120.0469 | 281.501 | 112.8646 | 168.6364 |
Avg Daily Profit (%) | 0.2139 | 0.1513 | 0.0626 | 0.0699 | 0.0394 | 0.0515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100332 | -79698 | -105449 | -764460 | -556495 | -362933 |
Profit Factor | 1.4468 | 1.5961 | 1.2783 | 1.0718 | 1.0512 | 1.0981 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Losing Trades | 152 | 79 | 73 | 152 | 79 | 73 |
Profitability (%) | 43.0712 | 41.0448 | 45.1128 | 43.0712 | 41.0448 | 45.1128 |
Ratio Avg Win / Avg Loss | 1.9122 | 2.2925 | 1.5553 | 1.4166 | 1.51 | 1.336 |
Largest Winning Trade | 138752 | 138752 | 55919 | 487201 | 487201 | 221509 |
Largest Losing Trade | -36742 | -36742 | -21344 | -218471 | -218471 | -115963 |
Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Winners | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Losers | 16 | 18 | 15 | 16 | 18 | 15 |
Bars Traded | 7477 | 3922 | 3555 | 7477 | 3922 | 3555 |
Profit Streak | 0 | 0 | 47.7293 | 0 | 0 | 47.7293 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317224 | 244998 | -108676 | -242250 | -306713 | -237088 |
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{ "first_band": { "type": "dema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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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