Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1399951.8017 | 1315645.148 | 84306.6536 | 5897707.1894 | 4898750.5683 | 998956.6211 |
Total P&L (%) | 1399.9518 | 1315.6451 | 84.3067 | 5897.7072 | 4898.7506 | 998.9566 |
Avg Daily Profit (%) | 0.7689 | 0.7226 | 0.0463 | 0.2251 | 0.2151 | 0.1317 |
Buy And Hold Return (%) | 624.7494 | 624.7494 | 624.7494 | 624.7494 | 624.7494 | 624.7494 |
Max Trade Drawdown | -78373 | -74588 | -55691 | -6105291 | -4298242 | -4552842 |
Profit Factor | 3.3752 | 5.7463 | 1.27 | 1.2496 | 1.4639 | 1.0765 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 36.9565 | 28.2609 | 45.6522 | 36.9565 | 28.2609 | 45.6522 |
Ratio Avg Win / Avg Loss | 5.7577 | 14.5867 | 1.5119 | 2.1317 | 3.7161 | 1.2815 |
Largest Winning Trade | 804319 | 804319 | 76002 | 3875946 | 3875946 | 3775808 |
Largest Losing Trade | -33702 | -24196 | -33702 | -2534946 | -1737982 | -2534946 |
Avg Bars in Trades | 77 | 73 | 82 | 77 | 73 | 82 |
Avg Bars in Winners | 137 | 141 | 135 | 137 | 141 | 135 |
Avg Bars in Losers | 43 | 46 | 38 | 43 | 46 | 38 |
Bars Traded | 7166 | 3378 | 3787 | 7166 | 3378 | 3787 |
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 | 332772 | -705 | -297452 | 155248 | -5005 | -164349 |
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{ "first_band": { "type": "alma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 78, "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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