Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591812.0595 | 424749.9751 | 167062.0843 | 1249488.0719 | 693498.5284 | 555989.5434 |
Total P&L (%) | 591.8121 | 424.75 | 167.0621 | 1249.4881 | 693.4985 | 555.9895 |
Avg Daily Profit (%) | 0.3076 | 0.2208 | 0.0868 | 0.1354 | 0.1077 | 0.0978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81472 | -73474 | -76024 | -1646828 | -1561536 | -748158 |
Profit Factor | 1.9232 | 2.3022 | 1.5306 | 1.2186 | 1.213 | 1.2261 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 43.5374 | 39.1892 | 47.9452 | 43.5374 | 39.1892 | 47.9452 |
Ratio Avg Win / Avg Loss | 2.4942 | 3.5723 | 1.6618 | 1.5804 | 1.8822 | 1.3311 |
Largest Winning Trade | 217710 | 217710 | 68013 | 1432027 | 1432027 | 462329 |
Largest Losing Trade | -35837 | -18436 | -35837 | -404949 | -404949 | -227708 |
Avg Bars in Trades | 38 | 32 | 43 | 38 | 32 | 43 |
Avg Bars in Winners | 60 | 53 | 66 | 60 | 53 | 66 |
Avg Bars in Losers | 20 | 20 | 22 | 20 | 20 | 22 |
Bars Traded | 5609 | 2440 | 3169 | 5609 | 2440 | 3169 |
Profit Streak | 44.2017 | 44.2017 | 52.8683 | 44.2017 | 44.2017 | 52.8683 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413028 | -55925 | -146601 | -12335 | -116193 | -134514 |
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{ "first_band": { "type": "alma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 34, "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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