Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1278220.4124 | 1254677.1708 | 23543.2416 | 1507030.5265 | 1685547.9263 | -178517.3999 |
Total P&L (%) | 1278.2204 | 1254.6772 | 23.5432 | 1507.0305 | 1685.5479 | -178.5174 |
Avg Daily Profit (%) | 0.704 | 0.691 | 0.013 | 0.1531 | 0.1589 | 0 |
Buy And Hold Return (%) | 596.4612 | 596.4612 | 596.4612 | 596.4612 | 596.4612 | 596.4612 |
Max Trade Drawdown | -144529 | -83069 | -126443 | -2597458 | -1644324 | -1416860 |
Profit Factor | 3.17 | 5.4346 | 1.0769 | 1.2608 | 1.5948 | 0.9394 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 40.2985 | 39.3939 | 41.1765 | 40.2985 | 39.3939 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.6963 | 8.3609 | 1.5384 | 1.8678 | 2.4535 | 1.342 |
Largest Winning Trade | 655553 | 655553 | 77914 | 1395262 | 1395262 | 651702 |
Largest Losing Trade | -53486 | -34685 | -53486 | -752767 | -752767 | -512641 |
Avg Bars in Trades | 79 | 75 | 84 | 79 | 75 | 84 |
Avg Bars in Winners | 137 | 132 | 141 | 137 | 132 | 141 |
Avg Bars in Losers | 41 | 38 | 43 | 41 | 38 | 43 |
Bars Traded | 5352 | 2493 | 2859 | 5352 | 2493 | 2859 |
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 | -112582 | 360006 | -479559 | -119990 | 117630 | -582559 |
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{ "first_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 65, "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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