Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2200128.0384 | 2031099.3293 | 169028.7091 | 26781089.9384 | 5325945.0392 | 21455144.8992 |
Total P&L (%) | 2200.128 | 2031.0993 | 169.0287 | 26781.0899 | 5325.945 | 21455.1449 |
Avg Daily Profit (%) | 1.1783 | 1.0877 | 0.0905 | 0.3 | 0.2141 | 0.2882 |
Buy And Hold Return (%) | 524.7737 | 524.7737 | 524.7737 | 524.7737 | 524.7737 | 524.7737 |
Max Trade Drawdown | -105982 | -57274 | -90518 | -26060555 | -11657786 | -15189670 |
Profit Factor | 5.6993 | 8.2034 | 1.9077 | 1.455 | 1.1604 | 1.8367 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 33 | 10 | 23 | 33 | 10 | 23 |
Losing Trades | 51 | 32 | 19 | 51 | 32 | 19 |
Profitability (%) | 39.2857 | 23.8095 | 54.7619 | 39.2857 | 23.8095 | 54.7619 |
Ratio Avg Win / Avg Loss | 8.8081 | 26.251 | 1.5759 | 2.2487 | 3.7131 | 1.5173 |
Largest Winning Trade | 1274372 | 1274372 | 61567 | 17873613 | 17771942 | 17873613 |
Largest Losing Trade | -29314 | -27361 | -29314 | -11394098 | -4158861 | -11394098 |
Avg Bars in Trades | 86 | 75 | 98 | 86 | 75 | 98 |
Avg Bars in Winners | 153 | 181 | 140 | 153 | 181 | 140 |
Avg Bars in Losers | 44 | 42 | 46 | 44 | 42 | 46 |
Bars Traded | 7304 | 3176 | 4129 | 7304 | 3176 | 4129 |
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 | 569120 | -15411 | -233604 | 255346 | -69887 | 465733 |
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{ "first_band": { "type": "alma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 141, "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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