Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2563079.9423 | 2476977.2376 | 86102.7046 | 52266497.8613 | 42360283.8652 | 9906213.9961 |
Total P&L (%) | 2563.0799 | 2476.9772 | 86.1027 | 52266.4979 | 42360.2839 | 9906.214 |
Avg Daily Profit (%) | 1.1331 | 1.095 | 0.0381 | 0.2772 | 0.2679 | 0.2038 |
Buy And Hold Return (%) | 9369.1613 | 9369.1613 | 9369.1613 | 9369.1613 | 9369.1613 | 9369.1613 |
Max Trade Drawdown | -122047 | -68601 | -77607 | -20989943 | -8004174 | -14678696 |
Profit Factor | 8.8915 | 16.9693 | 1.5074 | 1.9154 | 2.4359 | 1.359 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 47.7612 | 48.4848 | 47.0588 | 47.7612 | 48.4848 | 47.0588 |
Ratio Avg Win / Avg Loss | 9.7251 | 18.0299 | 1.6959 | 2.095 | 2.5882 | 1.5289 |
Largest Winning Trade | 1723968 | 1723968 | 47523 | 36409464 | 36409464 | 19502962 |
Largest Losing Trade | -37397 | -27401 | -37397 | -8675460 | -7543519 | -8675460 |
Avg Bars in Trades | 99 | 95 | 104 | 99 | 95 | 104 |
Avg Bars in Winners | 162 | 157 | 166 | 162 | 157 | 166 |
Avg Bars in Losers | 42 | 36 | 48 | 42 | 36 | 48 |
Bars Traded | 6674 | 3136 | 3538 | 6674 | 3136 | 3538 |
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 | -265942 | -144441 | -306529 | -110761 | 391909 | -139479 |
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{ "first_band": { "type": "alma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "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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