Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166162.4684 | 236133.331 | -69970.8626 | -1081604.0034 | -557659.0028 | -523945.0006 |
Total P&L (%) | 166.1625 | 236.1333 | -69.9709 | -1081.604 | -557.659 | -523.945 |
Avg Daily Profit (%) | 0.1341 | 0.1905 | -0.0565 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84527 | -29167 | -84527 | -939966 | -578973 | -510347 |
Profit Factor | 1.318 | 3.0746 | 0.8288 | 0.537 | 0.4844 | 0.5824 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 41 | 18 | 23 | 17 | 11 | 6 |
Losing Trades | 18 | 11 | 7 | 42 | 18 | 24 |
Profitability (%) | 69.4915 | 62.069 | 76.6667 | 28.8136 | 37.931 | 20 |
Ratio Avg Win / Avg Loss | 0.5786 | 1.8789 | 0.2522 | 1.3268 | 0.7927 | 2.3296 |
Largest Winning Trade | 50296 | 50296 | 36437 | 230920 | 230920 | 227472 |
Largest Losing Trade | -232524 | -29167 | -232524 | -259755 | -259755 | -232524 |
Avg Bars in Trades | 79 | 82 | 77 | 79 | 82 | 77 |
Avg Bars in Winners | 61 | 60 | 61 | 119 | 120 | 117 |
Avg Bars in Losers | 123 | 120 | 127 | 64 | 60 | 67 |
Bars Traded | 4719 | 2406 | 2313 | 4719 | 2406 | 2313 |
Profit Streak | 54.0975 | 81.0975 | 54.0975 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -191005 | 571906 | -576384 | -771895 | -585526 | -629899 |
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{ "first_band": { "type": "ema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 105, "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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