Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234011.4268 | 1174909.4444 | 59101.9824 | 3209942.1693 | 3935538.0424 | -725595.8731 |
Total P&L (%) | 1234.0114 | 1174.9094 | 59.102 | 3209.9422 | 3935.538 | -725.5959 |
Avg Daily Profit (%) | 0.6786 | 0.6461 | 0.0325 | 0.1926 | 0.2035 | 0 |
Buy And Hold Return (%) | 617.7621 | 617.7621 | 617.7621 | 617.7621 | 617.7621 | 617.7621 |
Max Trade Drawdown | -86172 | -55632 | -94842 | -3900259 | -2644917 | -2170189 |
Profit Factor | 3.3745 | 6.6436 | 1.1897 | 1.2396 | 1.6983 | 0.9065 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 44.1558 | 42.1053 | 46.1538 | 44.1558 | 42.1053 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.2678 | 9.135 | 1.388 | 1.5677 | 2.3352 | 1.0576 |
Largest Winning Trade | 738539 | 738539 | 77012 | 3626820 | 3626820 | 1636552 |
Largest Losing Trade | -54285 | -27325 | -54285 | -1035160 | -815054 | -1035160 |
Avg Bars in Trades | 278 | 259 | 296 | 278 | 259 | 296 |
Avg Bars in Winners | 437 | 378 | 490 | 437 | 378 | 490 |
Avg Bars in Losers | 152 | 173 | 131 | 152 | 173 | 131 |
Bars Traded | 21433 | 9858 | 11574 | 21433 | 9858 | 11574 |
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 | -36874 | 352028 | -328549 | -40952 | 281139 | -580586 |
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{ "first_band": { "type": "alma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 165, "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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