Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691269.158 | 722368.8057 | -31099.6477 | -112920.6461 | -16649.441 | -96271.2051 |
Total P&L (%) | 691.2692 | 722.3688 | -31.0996 | -112.9206 | -16.6494 | -96.2712 |
Avg Daily Profit (%) | 0.2921 | 0.3053 | -0.0131 | 0 | -0.0077 | -0.1389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186833 | -120106 | -240382 | -300096 | -88334 | -211747 |
Profit Factor | 1.8378 | 3.0233 | 0.9336 | 0.7697 | 0.9172 | 0.6673 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 18 | 20 | 32 | 20 | 12 |
Losing Trades | 35 | 18 | 17 | 41 | 16 | 25 |
Profitability (%) | 52.0548 | 50 | 54.0541 | 43.8356 | 55.5556 | 32.4324 |
Ratio Avg Win / Avg Loss | 1.6927 | 3.0233 | 0.7935 | 0.9862 | 0.7337 | 1.3903 |
Largest Winning Trade | 682064 | 682064 | 60271 | 62282 | 33715 | 62282 |
Largest Losing Trade | -119614 | -36876 | -119614 | -98288 | -48266 | -98288 |
Avg Bars in Trades | 125 | 147 | 103 | 125 | 147 | 103 |
Avg Bars in Winners | 148 | 171 | 128 | 111 | 124 | 90 |
Avg Bars in Losers | 100 | 124 | 74 | 136 | 176 | 110 |
Bars Traded | 9146 | 5312 | 3834 | 9146 | 5312 | 3834 |
Profit Streak | 51.3745 | 0 | 82.3745 | 0 | 325.8745 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63134 | 529573 | -579689 | -659452 | -578714 | -585937 |
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{ "first_band": { "type": "dema", "factors": { "length": 183, "offset": 76 } }, "second_band": { "type": "alma", "factors": { "length": 109, "offset": 0 } } }
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# | 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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