Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670776.2381 | 696529.2373 | -25752.9992 | 107945.5412 | 373658.2816 | -265712.7404 |
Total P&L (%) | 670.7762 | 696.5292 | -25.753 | 107.9455 | 373.6583 | -265.7127 |
Avg Daily Profit (%) | 0.3638 | 0.3777 | -0.014 | 0.0397 | 0.0844 | 0 |
Buy And Hold Return (%) | 143.5016 | 143.5016 | 143.5016 | 143.5016 | 143.5016 | 143.5016 |
Max Trade Drawdown | -210407 | -175573 | -74135 | -653606 | -360276 | -333830 |
Profit Factor | 1.9017 | 2.8056 | 0.9281 | 1.0793 | 1.585 | 0.6319 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 40.411 | 42.4658 | 38.3562 | 40.411 | 42.4658 | 38.3562 |
Ratio Avg Win / Avg Loss | 2.8042 | 3.8011 | 1.4916 | 1.5916 | 2.1474 | 1.0155 |
Largest Winning Trade | 624494 | 624494 | 52724 | 456591 | 456591 | 85289 |
Largest Losing Trade | -36144 | -35567 | -36144 | -203037 | -81570 | -203037 |
Avg Bars in Trades | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Winners | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 3465 | 1851 | 1614 | 3465 | 1851 | 1614 |
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 | 300966 | -61162 | -655319 | -440842 | -155436 | -655319 |
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{ "first_band": { "type": "dema", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 5, "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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