Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015213.4586 | 968215.6792 | 46997.7795 | 687400.6046 | 1063043.2768 | -375642.6722 |
Total P&L (%) | 1015.2135 | 968.2157 | 46.9978 | 687.4006 | 1063.0433 | -375.6427 |
Avg Daily Profit (%) | 0.4875 | 0.4649 | 0.0226 | 0.0991 | 0.1179 | 0 |
Buy And Hold Return (%) | 95.6967 | 95.6967 | 95.6967 | 95.6967 | 95.6967 | 95.6967 |
Max Trade Drawdown | -177616 | -115811 | -290613 | -3077493 | -2684393 | -1834637 |
Profit Factor | 1.6416 | 2.254 | 1.058 | 1.0525 | 1.1562 | 0.9403 |
Total Trades | 369 | 185 | 184 | 369 | 185 | 184 |
Winning Trades | 150 | 71 | 79 | 150 | 71 | 79 |
Losing Trades | 219 | 114 | 105 | 219 | 114 | 105 |
Profitability (%) | 40.6504 | 38.3784 | 42.9348 | 40.6504 | 38.3784 | 42.9348 |
Ratio Avg Win / Avg Loss | 2.3967 | 3.6192 | 1.4062 | 1.5366 | 1.8565 | 1.2498 |
Largest Winning Trade | 549181 | 549181 | 60685 | 1237145 | 1237145 | 564797 |
Largest Losing Trade | -38064 | -38064 | -30899 | -831693 | -831693 | -388715 |
Avg Bars in Trades | 67 | 60 | 74 | 67 | 60 | 74 |
Avg Bars in Winners | 108 | 98 | 118 | 108 | 98 | 118 |
Avg Bars in Losers | 38 | 36 | 41 | 38 | 36 | 41 |
Bars Traded | 24805 | 11124 | 13681 | 24805 | 11124 | 13681 |
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 | 428281 | 377504 | -487555 | -223601 | -86850 | -581450 |
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{ "first_band": { "type": "alma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 145, "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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