Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1489995.2846 | 1327400.0288 | 162595.2559 | 1580327.412 | 609899.7856 | 970427.6263 |
Total P&L (%) | 1489.9953 | 1327.4 | 162.5953 | 1580.3274 | 609.8998 | 970.4276 |
Avg Daily Profit (%) | 0.8013 | 0.7138 | 0.0874 | 0.1519 | 0.1055 | 0.1276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122402 | -103840 | -51815 | -1181848 | -902285 | -711549 |
Profit Factor | 4.6786 | 6.7734 | 1.9285 | 1.3446 | 1.2422 | 1.4692 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 42.1053 | 34.4828 | 50 | 42.1053 | 34.4828 | 50 |
Ratio Avg Win / Avg Loss | 6.4331 | 12.8694 | 1.9285 | 1.8488 | 2.3602 | 1.4692 |
Largest Winning Trade | 1322459 | 1322459 | 57386 | 1322459 | 1322459 | 646333 |
Largest Losing Trade | -48151 | -47529 | -48151 | -509430 | -454002 | -509430 |
Avg Bars in Trades | 126 | 97 | 156 | 126 | 97 | 156 |
Avg Bars in Winners | 223 | 181 | 253 | 223 | 181 | 253 |
Avg Bars in Losers | 55 | 52 | 58 | 55 | 52 | 58 |
Bars Traded | 7192 | 2818 | 4374 | 7192 | 2818 | 4374 |
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 | -161843 | 535260 | -93612 | -173476 | -57026 | -42234 |
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{ "first_band": { "type": "alma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 166, "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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