Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27243.5614 | 222620.2491 | -195376.6877 | 14872792.2119 | 5081581.2695 | 9791210.9424 |
Total P&L (%) | 27.2436 | 222.6202 | -195.3767 | 14872.7922 | 5081.5813 | 9791.2109 |
Avg Daily Profit (%) | 0.0126 | 0.1026 | -0.09 | 0.231 | 0.182 | 0.2119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -611845 | -112894 | -568218 | -4444379 | -4231373 | -1840651 |
Profit Factor | 1.0278 | 1.7192 | 0.7082 | 2.353 | 1.6891 | 3.7063 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 72.619 | 69.0476 | 76.1905 | 72.619 | 69.0476 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.3875 | 0.7707 | 0.2213 | 0.8872 | 0.7572 | 1.1582 |
Largest Winning Trade | 58779 | 58779 | 51347 | 1658147 | 1648377 | 1658147 |
Largest Losing Trade | -408009 | -47975 | -408009 | -1647075 | -1647075 | -929082 |
Avg Bars in Trades | 147 | 171 | 124 | 147 | 171 | 124 |
Avg Bars in Winners | 97 | 103 | 91 | 105 | 113 | 98 |
Avg Bars in Losers | 281 | 322 | 228 | 260 | 302 | 206 |
Bars Traded | 12431 | 7208 | 5223 | 12431 | 7208 | 5223 |
Profit Streak | 403.4288 | 403.4288 | 430.7621 | 403.4288 | 403.4288 | 430.7621 |
Trades During Streak | 19 | 9 | 10 | 19 | 9 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -365988 | -51625 | -575872 | 541179 | 441782 | 676074 |
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{ "first_band": { "type": "dema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 151, "offset": 0 } } }
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# | 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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