Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291916.1185 | 248086.7923 | 43829.3263 | 350177.8993 | 465679.6692 | -115501.7699 |
Total P&L (%) | 291.9161 | 248.0868 | 43.8293 | 350.1779 | 465.6797 | -115.5018 |
Avg Daily Profit (%) | 0.5605 | 0.4763 | 0.0842 | 0.2893 | 0.3333 | 0 |
Buy And Hold Return (%) | 35.4798 | 35.4798 | 35.4798 | 35.4798 | 35.4798 | 35.4798 |
Max Trade Drawdown | -77825 | -60498 | -43943 | -473886 | -342383 | -247627 |
Profit Factor | 1.6669 | 2.113 | 1.2041 | 1.1927 | 1.5151 | 0.8735 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 75 | 29 | 46 | 75 | 29 | 46 |
Losing Trades | 122 | 69 | 53 | 122 | 69 | 53 |
Profitability (%) | 38.0711 | 29.5918 | 46.4646 | 38.0711 | 29.5918 | 46.4646 |
Ratio Avg Win / Avg Loss | 2.7116 | 5.0274 | 1.3873 | 1.9401 | 3.6049 | 1.0065 |
Largest Winning Trade | 165072 | 165072 | 19885 | 402105 | 402105 | 87532 |
Largest Losing Trade | -15934 | -9433 | -15934 | -74029 | -70106 | -74029 |
Avg Bars in Trades | 125 | 113 | 138 | 125 | 113 | 138 |
Avg Bars in Winners | 209 | 225 | 198 | 209 | 225 | 198 |
Avg Bars in Losers | 74 | 65 | 86 | 74 | 65 | 86 |
Bars Traded | 24808 | 11098 | 13710 | 24808 | 11098 | 13710 |
Profit Streak | 4.445 | 0 | 4.8408 | 4.445 | 0 | 4.8408 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355624 | 128074 | -175334 | -3055 | 29926 | -580777 |
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{ "first_band": { "type": "alma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 103, "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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