Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1273851.7553 | 1294248.0247 | -20396.2693 | 308017.7 | 1660032.6536 | -1352014.9536 |
Total P&L (%) | 1273.8518 | 1294.248 | -20.3963 | 308.0177 | 1660.0327 | -1352.015 |
Avg Daily Profit (%) | 0.5761 | 0.5854 | -0.0092 | 0.0636 | 0.1298 | 0 |
Buy And Hold Return (%) | 347.661 | 347.661 | 347.661 | 347.661 | 347.661 | 347.661 |
Max Trade Drawdown | -182349 | -121269 | -164064 | -3974850 | -2652494 | -1979582 |
Profit Factor | 1.6675 | 2.3657 | 0.9788 | 1.0193 | 1.2027 | 0.8259 |
Total Trades | 590 | 295 | 295 | 590 | 295 | 295 |
Winning Trades | 215 | 104 | 111 | 215 | 104 | 111 |
Losing Trades | 375 | 191 | 184 | 375 | 191 | 184 |
Profitability (%) | 36.4407 | 35.2542 | 37.6271 | 36.4407 | 35.2542 | 37.6271 |
Ratio Avg Win / Avg Loss | 2.9084 | 4.3447 | 1.6225 | 1.7779 | 2.2088 | 1.369 |
Largest Winning Trade | 1091307 | 1091307 | 39525 | 3874601 | 3874601 | 951364 |
Largest Losing Trade | -41362 | -41362 | -27070 | -852135 | -588721 | -852135 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 4404 | 2129 | 2275 | 4404 | 2129 | 2275 |
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 | 359193 | 320376 | -581546 | -473852 | -24732 | -582657 |
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{ "first_band": { "type": "alma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 6, "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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