Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89490.248 | 32353.8786 | 57136.3693 | 106556.2729 | 41046.0536 | 65510.2193 |
Total P&L (%) | 89.4902 | 32.3539 | 57.1364 | 106.5563 | 41.0461 | 65.5102 |
Avg Daily Profit (%) | 0.3436 | 0.1242 | 0.2194 | 0.2789 | 0.1321 | 0.1937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30167 | -20315 | -25748 | -55904 | -25867 | -45974 |
Profit Factor | 1.515 | 1.3425 | 1.7206 | 1.373 | 1.276 | 1.4783 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 70.2479 | 65 | 75.4098 | 70.2479 | 65 | 75.4098 |
Ratio Avg Win / Avg Loss | 0.6417 | 0.7229 | 0.5611 | 0.5815 | 0.6871 | 0.4821 |
Largest Winning Trade | 12942 | 9176 | 12942 | 20682 | 13432 | 20682 |
Largest Losing Trade | -24322 | -19570 | -24322 | -41525 | -25101 | -41525 |
Avg Bars in Trades | 202 | 212 | 193 | 202 | 212 | 193 |
Avg Bars in Winners | 142 | 136 | 147 | 142 | 136 | 147 |
Avg Bars in Losers | 345 | 352 | 335 | 345 | 352 | 335 |
Bars Traded | 24523 | 12720 | 11803 | 24523 | 12720 | 11803 |
Profit Streak | 8.0768 | 8.0768 | 20.6706 | 8.0768 | 8.0768 | 20.6706 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424083 | -198882 | -150855 | 372928 | -187967 | -151493 |
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{ "first_band": { "type": "dema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 222, "offset": 0 } } }
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# | 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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