Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919709.4497 | 852145.0389 | 67564.4108 | 1445723.5426 | 4199770.6908 | -2754047.1482 |
Total P&L (%) | 919.7095 | 852.145 | 67.5644 | 1445.7235 | 4199.7707 | -2754.0471 |
Avg Daily Profit (%) | 0.509 | 0.4716 | 0.0374 | 0.1517 | 0.2084 | 0 |
Buy And Hold Return (%) | 184.9053 | 184.9053 | 184.9053 | 184.9053 | 184.9053 | 184.9053 |
Max Trade Drawdown | -156995 | -78235 | -83990 | -6232762 | -2727931 | -3746776 |
Profit Factor | 2.9829 | 4.4634 | 1.3102 | 1.1242 | 1.7894 | 0.5645 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.1301 | 6.1801 | 1.8142 | 1.5565 | 2.4776 | 0.7816 |
Largest Winning Trade | 545145 | 545145 | 66385 | 3359936 | 3359936 | 630533 |
Largest Losing Trade | -37445 | -32383 | -37445 | -2769050 | -1051221 | -2769050 |
Avg Bars in Trades | 111 | 106 | 116 | 111 | 106 | 116 |
Avg Bars in Winners | 195 | 187 | 204 | 195 | 187 | 204 |
Avg Bars in Losers | 50 | 47 | 52 | 50 | 47 | 52 |
Bars Traded | 6891 | 3295 | 3596 | 6891 | 3295 | 3596 |
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 | -146894 | 464528 | -310641 | -237127 | 299775 | -583954 |
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{ "first_band": { "type": "alma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 213, "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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