Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342344.6282 | 1274038.4018 | 68306.2263 | 820847.5233 | 308676.8102 | 512170.7131 |
Total P&L (%) | 1342.3446 | 1274.0384 | 68.3062 | 820.8475 | 308.6768 | 512.1707 |
Avg Daily Profit (%) | 0.7259 | 0.6889 | 0.0369 | 0.1201 | 0.0762 | 0.098 |
Buy And Hold Return (%) | 57.0513 | 57.0513 | 57.0513 | 57.0513 | 57.0513 | 57.0513 |
Max Trade Drawdown | -113512 | -71515 | -94416 | -1274909 | -928337 | -555832 |
Profit Factor | 3.8333 | 6.3112 | 1.292 | 1.2313 | 1.1587 | 1.3194 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 39.0625 | 37.5 | 40.625 | 39.0625 | 37.5 | 40.625 |
Ratio Avg Win / Avg Loss | 5.98 | 10.5187 | 1.8884 | 1.9209 | 1.9312 | 1.9284 |
Largest Winning Trade | 1198926 | 1198926 | 60256 | 771284 | 771284 | 639215 |
Largest Losing Trade | -34022 | -21635 | -34022 | -431783 | -431783 | -311102 |
Avg Bars in Trades | 84 | 69 | 99 | 84 | 69 | 99 |
Avg Bars in Winners | 153 | 126 | 178 | 153 | 126 | 178 |
Avg Bars in Losers | 40 | 35 | 46 | 40 | 35 | 46 |
Bars Traded | 5417 | 2225 | 3192 | 5417 | 2225 | 3192 |
Profit Streak | 0 | 0 | 42.3488 | 0 | 0 | 42.3488 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128559 | 570648 | -249941 | -179482 | -142056 | -63508 |
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{ "first_band": { "type": "alma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 105, "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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