Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513508.5624 | 441059.8987 | 72448.6637 | 251835.8917 | 405318.2667 | -153482.375 |
Total P&L (%) | 513.5086 | 441.0599 | 72.4487 | 251.8359 | 405.3183 | -153.4824 |
Avg Daily Profit (%) | 0.3221 | 0.2767 | 0.0454 | 0.0789 | 0.1017 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126150 | -102892 | -57432 | -941384 | -743134 | -338560 |
Profit Factor | 2.084 | 2.7626 | 1.3242 | 1.1267 | 1.3778 | 0.8323 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 48.3333 | 40 | 56.6667 | 48.3333 | 40 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.2277 | 4.1439 | 1.0126 | 1.2044 | 2.0666 | 0.6365 |
Largest Winning Trade | 261359 | 261359 | 53851 | 714612 | 714612 | 175128 |
Largest Losing Trade | -43814 | -29776 | -43814 | -308936 | -308936 | -204367 |
Avg Bars in Trades | 101 | 76 | 126 | 101 | 76 | 126 |
Avg Bars in Winners | 155 | 128 | 175 | 155 | 128 | 175 |
Avg Bars in Losers | 50 | 42 | 61 | 50 | 42 | 61 |
Bars Traded | 6087 | 2302 | 3785 | 6087 | 2302 | 3785 |
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 | -161104 | 346023 | -131165 | -342911 | -59515 | -579961 |
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{ "first_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 174, "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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