Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2039638.6421 | 1991687.3725 | 47951.2697 | 992493.2066 | 4249508.7568 | -3257015.5501 |
Total P&L (%) | 2039.6386 | 1991.6874 | 47.9513 | 992.4932 | 4249.5088 | -3257.0156 |
Avg Daily Profit (%) | 0.9181 | 0.8966 | 0.0216 | 0.1077 | 0.17 | 0 |
Buy And Hold Return (%) | 437.5531 | 437.5531 | 437.5531 | 437.5531 | 437.5531 | 437.5531 |
Max Trade Drawdown | -129702 | -86041 | -81473 | -8749270 | -5271709 | -3844672 |
Profit Factor | 4.5109 | 7.9784 | 1.1623 | 1.0525 | 1.4311 | 0.6402 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 48.4848 | 45.4545 | 51.5152 | 48.4848 | 45.4545 | 51.5152 |
Ratio Avg Win / Avg Loss | 4.7928 | 9.574 | 1.0939 | 1.1183 | 1.7173 | 0.6025 |
Largest Winning Trade | 1911984 | 1911984 | 47982 | 9179429 | 9179429 | 1349281 |
Largest Losing Trade | -37298 | -37298 | -31986 | -2810261 | -2810261 | -2125093 |
Avg Bars in Trades | 129 | 112 | 145 | 129 | 112 | 145 |
Avg Bars in Winners | 193 | 153 | 229 | 193 | 153 | 229 |
Avg Bars in Losers | 69 | 79 | 57 | 69 | 79 | 57 |
Bars Traded | 8543 | 3726 | 4817 | 8543 | 3726 | 4817 |
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 | -110018 | 657140 | -371684 | -345783 | 287450 | -580606 |
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{ "first_band": { "type": "alma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 192, "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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