Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451805.7058 | 313011.1068 | 138794.599 | 1339400.7893 | 894303.0591 | 445097.7302 |
Total P&L (%) | 451.8057 | 313.0111 | 138.7946 | 1339.4008 | 894.3031 | 445.0977 |
Avg Daily Profit (%) | 0.1899 | 0.1315 | 0.0583 | 0.1121 | 0.0966 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108040 | -66951 | -76439 | -2708733 | -1812891 | -2073863 |
Profit Factor | 1.9452 | 2.5908 | 1.4935 | 1.1441 | 1.2157 | 1.0864 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 47.2527 | 46.6667 | 47.8261 | 47.2527 | 46.6667 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.1714 | 2.961 | 1.6293 | 1.2771 | 1.3894 | 1.1852 |
Largest Winning Trade | 94473 | 94473 | 63706 | 1080085 | 1080085 | 1064813 |
Largest Losing Trade | -36474 | -27281 | -36474 | -1360190 | -646291 | -1360190 |
Avg Bars in Trades | 101 | 91 | 111 | 101 | 91 | 111 |
Avg Bars in Winners | 164 | 148 | 179 | 164 | 148 | 179 |
Avg Bars in Losers | 45 | 41 | 49 | 45 | 41 | 49 |
Bars Traded | 9257 | 4129 | 5128 | 9257 | 4129 | 5128 |
Profit Streak | 59.5636 | 0 | 149.3136 | 59.5636 | 0 | 149.3136 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394695 | -13702 | -112465 | -105182 | -65285 | -223035 |
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{ "first_band": { "type": "alma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 102, "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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