Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445472.8611 | 365306.5188 | 80166.3423 | 364550.3611 | 1470841.3799 | -1106291.0188 |
Total P&L (%) | 445.4729 | 365.3065 | 80.1663 | 364.5504 | 1470.8414 | -1106.291 |
Avg Daily Profit (%) | 0.3155 | 0.2587 | 0.0568 | 0.1088 | 0.1952 | 0 |
Buy And Hold Return (%) | 57.8093 | 57.8093 | 57.8093 | 57.8093 | 57.8093 | 57.8093 |
Max Trade Drawdown | -116931 | -75944 | -130956 | -2419677 | -714222 | -2138269 |
Profit Factor | 1.5535 | 2.0273 | 1.1784 | 1.0498 | 1.5505 | 0.762 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 61.3636 | 61.3636 | 61.3636 | 61.3636 | 61.3636 | 61.3636 |
Ratio Avg Win / Avg Loss | 0.9781 | 1.2764 | 0.742 | 0.661 | 0.9762 | 0.4798 |
Largest Winning Trade | 52922 | 52922 | 41881 | 591058 | 591058 | 387718 |
Largest Losing Trade | -75165 | -39796 | -75165 | -1088865 | -394398 | -1088865 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 4122 | 1880 | 2242 | 4122 | 1880 | 2242 |
Profit Streak | 0 | 0 | 502.5126 | 0 | 0 | 502.5126 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404891 | 436337 | -185803 | -212892 | 347576 | -578108 |
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{ "first_band": { "type": "ema", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 28, "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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