Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2795694.5534 | 2662759.3594 | 132935.194 | 138985077.6462 | 107923443.8246 | 31061633.8215 |
Total P&L (%) | 2795.6946 | 2662.7594 | 132.9352 | 138985.0776 | 107923.4438 | 31061.6338 |
Avg Daily Profit (%) | 1.238 | 1.1792 | 0.0589 | 0.321 | 0.3098 | 0.2546 |
Buy And Hold Return (%) | 8446.1773 | 8446.1773 | 8446.1773 | 8446.1773 | 8446.1773 | 8446.1773 |
Max Trade Drawdown | -37466 | -61212 | -42304 | -21850122 | -14478698 | -15030760 |
Profit Factor | 10.7431 | 18.0469 | 2.0168 | 2.8716 | 3.8378 | 1.8574 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 41.5584 | 34.2105 | 48.7179 | 41.5584 | 34.2105 | 48.7179 |
Ratio Avg Win / Avg Loss | 15.1075 | 34.7056 | 2.1229 | 4.0382 | 7.3805 | 1.9551 |
Largest Winning Trade | 1877278 | 1877278 | 52242 | 81172214 | 81172214 | 43297239 |
Largest Losing Trade | -15942 | -13515 | -15942 | -14478698 | -14478698 | -7371424 |
Avg Bars in Trades | 172 | 161 | 183 | 172 | 161 | 183 |
Avg Bars in Winners | 321 | 347 | 303 | 321 | 347 | 303 |
Avg Bars in Losers | 67 | 65 | 69 | 67 | 65 | 69 |
Bars Traded | 13298 | 6140 | 7158 | 13298 | 6140 | 7158 |
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 | -193263 | -149881 | -276737 | -35006 | 352495 | 325529 |
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{ "first_band": { "type": "alma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 39, "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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