Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1168949.6702 | 1141874.3733 | 27075.2968 | 409583.8719 | 6046020.1618 | -5636436.2899 |
Total P&L (%) | 1168.9497 | 1141.8744 | 27.0753 | 409.5839 | 6046.0202 | -5636.4363 |
Avg Daily Profit (%) | 0.5611 | 0.5481 | 0.013 | 0.0782 | 0.1979 | 0 |
Buy And Hold Return (%) | 36.0294 | 36.0294 | 36.0294 | 36.0294 | 36.0294 | 36.0294 |
Max Trade Drawdown | -217519 | -124005 | -179051 | -10983794 | -4619069 | -6688608 |
Profit Factor | 2.3945 | 3.6319 | 1.0669 | 1.0255 | 1.8481 | 0.3694 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 35.1648 | 28.8889 | 41.3043 | 35.1648 | 28.8889 | 41.3043 |
Ratio Avg Win / Avg Loss | 4.4148 | 8.9401 | 1.5162 | 1.8908 | 4.5491 | 0.5249 |
Largest Winning Trade | 412719 | 412719 | 83485 | 8469225 | 8469225 | 815759 |
Largest Losing Trade | -74099 | -43759 | -74099 | -6099699 | -3105234 | -6099699 |
Avg Bars in Trades | 270 | 242 | 298 | 270 | 242 | 298 |
Avg Bars in Winners | 510 | 526 | 499 | 510 | 526 | 499 |
Avg Bars in Losers | 141 | 127 | 157 | 141 | 127 | 157 |
Bars Traded | 24654 | 10929 | 13725 | 24654 | 10929 | 13725 |
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 | 365726 | 187048 | -490338 | -285447 | -1082 | -584086 |
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{ "first_band": { "type": "alma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 199, "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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