Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889983.3787 | 696830.9469 | 193152.4318 | 6413162.9301 | 1166995.7621 | 5246167.168 |
Total P&L (%) | 889.9834 | 696.8309 | 193.1524 | 6413.1629 | 1166.9958 | 5246.1672 |
Avg Daily Profit (%) | 0.3677 | 0.2879 | 0.0798 | 0.1727 | 0.105 | 0.1645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116157 | -63250 | -122418 | -2107106 | -2397085 | -1410046 |
Profit Factor | 2.5885 | 3.2858 | 1.7562 | 1.4946 | 1.1379 | 2.1646 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 45.2632 | 45.8333 | 44.6809 | 45.2632 | 45.8333 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.1302 | 3.8832 | 2.1743 | 1.8074 | 1.3448 | 2.68 |
Largest Winning Trade | 273326 | 273326 | 72543 | 2181392 | 2181392 | 2100884 |
Largest Losing Trade | -31870 | -31870 | -21878 | -1174188 | -1174188 | -690661 |
Avg Bars in Trades | 150 | 130 | 171 | 150 | 130 | 171 |
Avg Bars in Winners | 243 | 207 | 281 | 243 | 207 | 281 |
Avg Bars in Losers | 73 | 65 | 82 | 73 | 65 | 82 |
Bars Traded | 14313 | 6270 | 8043 | 14313 | 6270 | 8043 |
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 | 461446 | 487398 | -85065 | 309582 | -122806 | 355140 |
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{ "first_band": { "type": "alma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 126, "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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