Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234443.1758 | 147036.3764 | 87406.7994 | 80577.2683 | -8723.7472 | 89301.0155 |
Total P&L (%) | 234.4432 | 147.0364 | 87.4068 | 80.5773 | -8.7237 | 89.301 |
Avg Daily Profit (%) | 0.2251 | 0.1412 | 0.0839 | 0.0568 | -0.0088 | 0.0613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86765 | -79312 | -64640 | -217052 | -227384 | -72933 |
Profit Factor | 1.3224 | 1.3828 | 1.2548 | 1.077 | 0.986 | 1.2105 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 65.4762 | 65.873 | 65.0794 | 65.4762 | 65.873 | 65.0794 |
Ratio Avg Win / Avg Loss | 0.6973 | 0.7164 | 0.6733 | 0.5679 | 0.5108 | 0.6495 |
Largest Winning Trade | 38232 | 38232 | 30472 | 54793 | 54793 | 53094 |
Largest Losing Trade | -63673 | -45771 | -63673 | -122621 | -122621 | -68943 |
Avg Bars in Trades | 98 | 107 | 89 | 98 | 107 | 89 |
Avg Bars in Winners | 59 | 58 | 60 | 59 | 58 | 60 |
Avg Bars in Losers | 170 | 199 | 142 | 170 | 199 | 142 |
Bars Traded | 24743 | 13488 | 11255 | 24743 | 13488 | 11255 |
Profit Streak | 2.2971 | 12.1721 | 2.2971 | 2.2971 | 12.1721 | 2.2971 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301768 | -2754 | -82853 | -252597 | -577854 | -113293 |
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{ "first_band": { "type": "dema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "alma", "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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