Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1437089.7615 | 1370193.4676 | 66896.294 | 6504541.33 | 6869629.336 | -365088.006 |
Total P&L (%) | 1437.0898 | 1370.1935 | 66.8963 | 6504.5413 | 6869.6293 | -365.088 |
Avg Daily Profit (%) | 0.7872 | 0.7506 | 0.0366 | 0.2298 | 0.2328 | 0 |
Buy And Hold Return (%) | 792.6642 | 792.6642 | 792.6642 | 792.6642 | 792.6642 | 792.6642 |
Max Trade Drawdown | -109906 | -82296 | -103890 | -4029356 | -4008649 | -2724961 |
Profit Factor | 3.2098 | 5.3132 | 1.2011 | 1.3257 | 1.6941 | 0.9638 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 44.7368 | 42.1053 | 47.3684 | 44.7368 | 42.1053 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.965 | 7.3057 | 1.3345 | 1.6376 | 2.3294 | 1.0708 |
Largest Winning Trade | 747667 | 747667 | 79659 | 5797543 | 5797543 | 3213116 |
Largest Losing Trade | -27111 | -22775 | -27111 | -1428979 | -1072083 | -1428979 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 34 | 38 | 31 | 34 | 38 | 31 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 3436 | 1833 | 1603 | 3436 | 1833 | 1603 |
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 | 363009 | -40180 | -360448 | 312195 | -40722 | -629315 |
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{ "first_band": { "type": "dema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 5, "offset": 0 } } }
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# | 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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