Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1477175.9478 | 1373994.5123 | 103181.4355 | 8151286.9586 | 12105081.528 | -3953794.5694 |
Total P&L (%) | 1477.1759 | 1373.9945 | 103.1814 | 8151.287 | 12105.0815 | -3953.7946 |
Avg Daily Profit (%) | 0.8133 | 0.7565 | 0.0568 | 0.2433 | 0.2649 | 0 |
Buy And Hold Return (%) | 602.7907 | 602.7907 | 602.7907 | 602.7907 | 602.7907 | 602.7907 |
Max Trade Drawdown | -105375 | -70577 | -70719 | -27814876 | -15770165 | -14730522 |
Profit Factor | 3.7237 | 5.9969 | 1.3859 | 1.1028 | 1.2858 | 0.8929 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 44.5545 | 42 | 47.0588 | 44.5545 | 42 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.6339 | 8.2814 | 1.5591 | 1.3724 | 1.7756 | 1.0045 |
Largest Winning Trade | 822811 | 822811 | 72084 | 25707214 | 25707214 | 6054484 |
Largest Losing Trade | -24428 | -24428 | -24252 | -7078426 | -7078426 | -6654300 |
Avg Bars in Trades | 52 | 47 | 58 | 52 | 47 | 58 |
Avg Bars in Winners | 84 | 80 | 88 | 84 | 80 | 88 |
Avg Bars in Losers | 27 | 22 | 32 | 27 | 22 | 32 |
Bars Traded | 5341 | 2357 | 2984 | 5341 | 2357 | 2984 |
Profit Streak | 0 | 68.1101 | 0 | 0 | 68.1101 | 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 | 514889 | -165903 | -462319 | -100873 | -172496 | -760310 |
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{ "first_band": { "type": "alma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 83, "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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