Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649715.855 | 532649.2816 | 117066.5733 | 1215738.0407 | 874636.8098 | 341101.2309 |
Total P&L (%) | 649.7159 | 532.6493 | 117.0666 | 1215.738 | 874.6368 | 341.1012 |
Avg Daily Profit (%) | 0.2834 | 0.2323 | 0.0511 | 0.1125 | 0.0994 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134975 | -174187 | -72576 | -606550 | -804351 | -360627 |
Profit Factor | 1.9343 | 2.2891 | 1.4148 | 1.3688 | 1.4627 | 1.2425 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 45.3988 | 45.122 | 45.679 | 45.3988 | 45.122 | 45.679 |
Ratio Avg Win / Avg Loss | 2.3264 | 2.7841 | 1.6824 | 1.6462 | 1.779 | 1.4776 |
Largest Winning Trade | 213653 | 213653 | 49946 | 639515 | 639515 | 406626 |
Largest Losing Trade | -32645 | -32645 | -20612 | -201532 | -160324 | -201532 |
Avg Bars in Trades | 40 | 47 | 32 | 40 | 47 | 32 |
Avg Bars in Winners | 55 | 65 | 45 | 55 | 65 | 45 |
Avg Bars in Losers | 27 | 31 | 22 | 27 | 31 | 22 |
Bars Traded | 6530 | 3865 | 2665 | 6530 | 3865 | 2665 |
Profit Streak | 51.4407 | 108.1074 | 51.4407 | 51.4407 | 108.1074 | 51.4407 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471223 | 280217 | -135054 | -40156 | -62607 | -118960 |
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{ "first_band": { "type": "dema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 10, "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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