Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463058.5614 | 514686.9292 | -51628.3678 | -759793.7465 | 380260.2823 | -1140054.0288 |
Total P&L (%) | 463.0586 | 514.6869 | -51.6284 | -759.7937 | 380.2603 | -1140.054 |
Avg Daily Profit (%) | 0.2563 | 0.2848 | -0.0286 | 0 | 0.0869 | 0 |
Buy And Hold Return (%) | 154.0984 | 154.0984 | 154.0984 | 154.0984 | 154.0984 | 154.0984 |
Max Trade Drawdown | -162451 | -128414 | -178421 | -2532486 | -912987 | -1619498 |
Profit Factor | 1.5897 | 2.8209 | 0.8973 | 0.8457 | 1.1856 | 0.6036 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 56 | 29 | 27 | 50 | 25 | 25 |
Losing Trades | 41 | 19 | 22 | 47 | 23 | 24 |
Profitability (%) | 57.732 | 60.4167 | 55.102 | 51.5464 | 52.0833 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.1639 | 1.8482 | 0.7311 | 0.795 | 1.0907 | 0.5795 |
Largest Winning Trade | 305744 | 305744 | 68076 | 524454 | 524454 | 312585 |
Largest Losing Trade | -162451 | -51325 | -162451 | -847888 | -381473 | -847888 |
Avg Bars in Trades | 35 | 40 | 30 | 35 | 40 | 30 |
Avg Bars in Winners | 29 | 28 | 30 | 36 | 45 | 27 |
Avg Bars in Losers | 43 | 59 | 30 | 34 | 35 | 33 |
Bars Traded | 3440 | 1960 | 1480 | 3440 | 1960 | 1480 |
Profit Streak | 0 | 26.123 | 0 | 18.623 | 0 | 24.123 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291966 | 479493 | -580020 | -579757 | -96771 | -580004 |
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{ "first_band": { "type": "dema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 27, "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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