Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457814.4312 | 404094.6245 | 53719.8067 | 363772.4062 | 473845.098 | -110072.6918 |
Total P&L (%) | 457.8144 | 404.0946 | 53.7198 | 363.7724 | 473.8451 | -110.0727 |
Avg Daily Profit (%) | 0.2316 | 0.2044 | 0.0272 | 0.0776 | 0.0884 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100779 | -63403 | -150869 | -1161714 | -815802 | -748023 |
Profit Factor | 1.9042 | 2.8896 | 1.1837 | 1.1036 | 1.2748 | 0.9384 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 38.3333 | 40 | 36.6667 | 38.3333 | 40 | 36.6667 |
Ratio Avg Win / Avg Loss | 3.0633 | 4.3344 | 2.0445 | 1.7753 | 1.9122 | 1.6209 |
Largest Winning Trade | 156556 | 156556 | 68110 | 621342 | 499717 | 621342 |
Largest Losing Trade | -55609 | -38164 | -55609 | -665529 | -585289 | -665529 |
Avg Bars in Trades | 128 | 111 | 145 | 128 | 111 | 145 |
Avg Bars in Winners | 245 | 203 | 291 | 245 | 203 | 291 |
Avg Bars in Losers | 55 | 50 | 60 | 55 | 50 | 60 |
Bars Traded | 7693 | 3343 | 4350 | 7693 | 3343 | 4350 |
Profit Streak | 0 | 0 | 625.15 | 0 | 0 | 625.15 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166808 | 332620 | -179303 | -373068 | -77800 | -582274 |
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{ "first_band": { "type": "alma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 53, "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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