Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457064.8905 | 437769.4141 | 19295.4764 | 313800.9933 | 305236.6991 | 8564.2942 |
Total P&L (%) | 457.0649 | 437.7694 | 19.2955 | 313.801 | 305.2367 | 8.5643 |
Avg Daily Profit (%) | 0.3236 | 0.3099 | 0.0137 | 0.1006 | 0.0991 | 0.0058 |
Buy And Hold Return (%) | 39.9543 | 39.9543 | 39.9543 | 39.9543 | 39.9543 | 39.9543 |
Max Trade Drawdown | -125637 | -99194 | -88212 | -335704 | -351735 | -238642 |
Profit Factor | 1.9685 | 2.622 | 1.0955 | 1.2395 | 1.3736 | 1.0174 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 42.1053 | 36.8421 | 47.3684 | 42.1053 | 36.8421 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.7067 | 4.4949 | 1.2172 | 1.7043 | 2.3547 | 1.1304 |
Largest Winning Trade | 184108 | 184108 | 67600 | 299518 | 299518 | 126648 |
Largest Losing Trade | -39650 | -39650 | -23651 | -119927 | -119927 | -93699 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 46 | 52 | 41 | 46 | 52 | 41 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 2549 | 1337 | 1212 | 2549 | 1337 | 1212 |
Profit Streak | 0 | 0 | 704.1948 | 0 | 0 | 704.1948 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44430 | 304461 | -455518 | -114699 | -64112 | -551935 |
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{ "first_band": { "type": "dema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 11, "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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