Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310401.8203 | 366411.4855 | -56009.6653 | -90966.3424 | 337758.6633 | -428725.0057 |
Total P&L (%) | 310.4018 | 366.4115 | -56.0097 | -90.9663 | 337.7587 | -428.725 |
Avg Daily Profit (%) | 0.1628 | 0.1921 | -0.0294 | -0.126 | 0.0775 | 0 |
Buy And Hold Return (%) | 32.4446 | 32.4446 | 32.4446 | 32.4446 | 32.4446 | 32.4446 |
Max Trade Drawdown | -256232 | -140922 | -144360 | -345871 | -126274 | -427098 |
Profit Factor | 1.4245 | 2.0582 | 0.8545 | 0.9075 | 2.2628 | 0.401 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 50 | 45.4545 | 54.5455 | 50 | 45.4545 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4245 | 2.4698 | 0.7121 | 0.9075 | 2.7153 | 0.3342 |
Largest Winning Trade | 161467 | 161467 | 44720 | 219169 | 219169 | 72974 |
Largest Losing Trade | -91905 | -47436 | -91905 | -326176 | -37836 | -326176 |
Avg Bars in Trades | 52 | 46 | 57 | 52 | 46 | 57 |
Avg Bars in Winners | 68 | 56 | 77 | 68 | 56 | 77 |
Avg Bars in Losers | 36 | 38 | 34 | 36 | 38 | 34 |
Bars Traded | 3455 | 1549 | 1906 | 3455 | 1549 | 1906 |
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 | -120351 | 348261 | -580213 | -709277 | -87018 | -580213 |
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{ "first_band": { "type": "alma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 176, "offset": 13 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 176, "offset": 13 } } }
# | 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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