Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1426410.409 | 1325788.7702 | 100621.6388 | 8327957.3882 | 8997261.4434 | -669304.0553 |
Total P&L (%) | 1426.4104 | 1325.7888 | 100.6216 | 8327.9574 | 8997.2614 | -669.3041 |
Avg Daily Profit (%) | 0.7835 | 0.7283 | 0.0553 | 0.2439 | 0.2481 | 0 |
Buy And Hold Return (%) | 637.2944 | 637.2944 | 637.2944 | 637.2944 | 637.2944 | 637.2944 |
Max Trade Drawdown | -84346 | -53306 | -54449 | -14824385 | -10151097 | -8256571 |
Profit Factor | 3.9885 | 6.9803 | 1.3937 | 1.2217 | 1.5083 | 0.9663 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 42.2535 | 40 | 44.4444 | 42.2535 | 40 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.451 | 10.4705 | 1.7421 | 1.6697 | 2.2625 | 1.2079 |
Largest Winning Trade | 703513 | 703513 | 74165 | 11759702 | 11759702 | 4186951 |
Largest Losing Trade | -32347 | -26070 | -32347 | -3216524 | -2843645 | -3216524 |
Avg Bars in Trades | 100 | 94 | 105 | 100 | 94 | 105 |
Avg Bars in Winners | 167 | 154 | 178 | 167 | 154 | 178 |
Avg Bars in Losers | 51 | 55 | 46 | 51 | 55 | 46 |
Bars Traded | 7107 | 3312 | 3795 | 7107 | 3312 | 3795 |
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 | -79512 | 389851 | -285284 | -85160 | 252646 | -581273 |
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{ "first_band": { "type": "alma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 102, "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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