Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115369.6327 | 59926.897 | 55442.7356 | 143786.9576 | 76116.509 | 67670.4486 |
Total P&L (%) | 115.3696 | 59.9269 | 55.4427 | 143.787 | 76.1165 | 67.6704 |
Avg Daily Profit (%) | 0.443 | 0.2301 | 0.2129 | 0.3428 | 0.2176 | 0.1987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49614 | -37365 | -30122 | -98125 | -76825 | -53679 |
Profit Factor | 1.4603 | 1.4655 | 1.4549 | 1.3279 | 1.34 | 1.3152 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 44.9102 | 42.1687 | 47.619 | 44.9102 | 42.1687 | 47.619 |
Ratio Avg Win / Avg Loss | 1.7913 | 2.0098 | 1.6004 | 1.6288 | 1.8377 | 1.4467 |
Largest Winning Trade | 39988 | 39988 | 17541 | 43653 | 43653 | 27521 |
Largest Losing Trade | -13669 | -10683 | -13669 | -19952 | -16884 | -19952 |
Avg Bars in Trades | 147 | 134 | 159 | 147 | 134 | 159 |
Avg Bars in Winners | 176 | 155 | 196 | 176 | 155 | 196 |
Avg Bars in Losers | 122 | 118 | 126 | 122 | 118 | 126 |
Bars Traded | 24561 | 11138 | 13423 | 24561 | 11138 | 13423 |
Profit Streak | 0 | 13.0321 | 0 | 0 | 13.0321 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337419 | 205936 | 225058 | 277436 | 198656 | 179286 |
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{ "first_band": { "type": "alma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 134, "offset": 96 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 134, "offset": 96 } } }
# | 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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