Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1327112.5867 | 1220925.6693 | 106186.9174 | 7857226.9445 | 6700240.2482 | 1156986.6963 |
Total P&L (%) | 1327.1126 | 1220.9257 | 106.1869 | 7857.2269 | 6700.2402 | 1156.9867 |
Avg Daily Profit (%) | 0.7324 | 0.6738 | 0.0586 | 0.2418 | 0.2331 | 0.1398 |
Buy And Hold Return (%) | 503.2069 | 503.2069 | 503.2069 | 503.2069 | 503.2069 | 503.2069 |
Max Trade Drawdown | -64910 | -56469 | -84772 | -8324164 | -4668580 | -4623014 |
Profit Factor | 3.9485 | 7.2418 | 1.4172 | 1.3443 | 1.6596 | 1.0913 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 42.4658 | 41.6667 | 43.2432 | 42.4658 | 41.6667 | 43.2432 |
Ratio Avg Win / Avg Loss | 5.3496 | 10.1385 | 1.8601 | 1.8212 | 2.3234 | 1.4324 |
Largest Winning Trade | 742399 | 742399 | 75950 | 6219793 | 6219793 | 3498371 |
Largest Losing Trade | -54237 | -22170 | -54237 | -2574774 | -1869356 | -2574774 |
Avg Bars in Trades | 73 | 69 | 77 | 73 | 69 | 77 |
Avg Bars in Winners | 118 | 106 | 129 | 118 | 106 | 129 |
Avg Bars in Losers | 40 | 42 | 37 | 40 | 42 | 37 |
Bars Traded | 5360 | 2498 | 2862 | 5360 | 2498 | 2862 |
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 | -63029 | 479728 | -281158 | -69346 | 295969 | -133557 |
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{ "first_band": { "type": "alma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 59, "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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