Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350157.6713 | 286579.2812 | 63578.39 | 226103.409 | 146480.114 | 79623.2949 |
Total P&L (%) | 350.1577 | 286.5793 | 63.5784 | 226.1034 | 146.4801 | 79.6233 |
Avg Daily Profit (%) | 0.1879 | 0.1537 | 0.0341 | 0.0634 | 0.0484 | 0.0314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61923 | -118545 | -90356 | -207136 | -229329 | -160473 |
Profit Factor | 1.545 | 1.8175 | 1.2178 | 1.1538 | 1.1751 | 1.1257 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 57.6389 | 52.7778 | 62.5 | 57.6389 | 52.7778 | 62.5 |
Ratio Avg Win / Avg Loss | 1.1355 | 1.6262 | 0.7307 | 0.848 | 1.0514 | 0.6754 |
Largest Winning Trade | 137581 | 137581 | 39731 | 174994 | 174994 | 137469 |
Largest Losing Trade | -54132 | -29875 | -54132 | -117381 | -85583 | -117381 |
Avg Bars in Trades | 37 | 42 | 31 | 37 | 42 | 31 |
Avg Bars in Winners | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Losers | 38 | 50 | 23 | 38 | 50 | 23 |
Bars Traded | 5335 | 3080 | 2255 | 5335 | 3080 | 2255 |
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 | 376916 | -68146 | -227400 | -159821 | -234952 | -312370 |
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{ "first_band": { "type": "dema", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 28, "offset": 0 } } }
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# | 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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