Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2526308.3832 | 2428327.1415 | 97981.2417 | 57215290.9366 | 40791285.8753 | 16424005.0613 |
Total P&L (%) | 2526.3084 | 2428.3271 | 97.9812 | 57215.2909 | 40791.2859 | 16424.0051 |
Avg Daily Profit (%) | 1.1193 | 1.0759 | 0.0434 | 0.2818 | 0.2668 | 0.2265 |
Buy And Hold Return (%) | 7885.3296 | 7885.3296 | 7885.3296 | 7885.3296 | 7885.3296 | 7885.3296 |
Max Trade Drawdown | -132271 | -83956 | -82579 | -15755932 | -11634994 | -10150752 |
Profit Factor | 8.6927 | 15.5206 | 1.6079 | 1.9584 | 2.1071 | 1.7186 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 48.5714 | 45.7143 | 51.4286 | 48.5714 | 45.7143 | 51.4286 |
Ratio Avg Win / Avg Loss | 9.204 | 18.4307 | 1.5186 | 2.0736 | 2.5021 | 1.6231 |
Largest Winning Trade | 1708776 | 1708776 | 49162 | 36582911 | 36582911 | 18388350 |
Largest Losing Trade | -42580 | -21320 | -42580 | -8455907 | -8455907 | -5628964 |
Avg Bars in Trades | 189 | 178 | 201 | 189 | 178 | 201 |
Avg Bars in Winners | 316 | 315 | 316 | 316 | 315 | 316 |
Avg Bars in Losers | 70 | 63 | 79 | 70 | 63 | 79 |
Bars Traded | 13298 | 6253 | 7045 | 13298 | 6253 | 7045 |
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 | -243139 | -145520 | -297482 | -86876 | 349960 | 192991 |
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{ "first_band": { "type": "alma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 32, "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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