Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999800.4192 | 850302.1288 | 149498.2904 | 1808063.3386 | 523854.3564 | 1284208.9821 |
Total P&L (%) | 999.8004 | 850.3021 | 149.4983 | 1808.0633 | 523.8544 | 1284.209 |
Avg Daily Profit (%) | 0.541 | 0.4601 | 0.0809 | 0.1597 | 0.0991 | 0.1423 |
Buy And Hold Return (%) | 79.8999 | 79.8999 | 79.8999 | 79.8999 | 79.8999 | 79.8999 |
Max Trade Drawdown | -88848 | -61644 | -41962 | -1074994 | -944495 | -505050 |
Profit Factor | 3.5191 | 5.3137 | 1.7483 | 1.3892 | 1.2059 | 1.6108 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 60.5634 | 55.5556 | 65.7143 | 60.5634 | 55.5556 | 65.7143 |
Ratio Avg Win / Avg Loss | 2.2915 | 4.251 | 0.9122 | 0.9046 | 0.9648 | 0.8404 |
Largest Winning Trade | 772243 | 772243 | 64415 | 772243 | 772243 | 577702 |
Largest Losing Trade | -46885 | -46885 | -41962 | -728621 | -728621 | -388905 |
Avg Bars in Trades | 48 | 37 | 59 | 48 | 37 | 59 |
Avg Bars in Winners | 51 | 46 | 55 | 51 | 46 | 55 |
Avg Bars in Losers | 44 | 26 | 68 | 44 | 26 | 68 |
Bars Traded | 3457 | 1360 | 2097 | 3457 | 1360 | 2097 |
Profit Streak | 0 | 0 | 63.8487 | 0 | 0 | 63.8487 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71969 | 684146 | -89154 | -82975 | -61971 | 21824 |
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{ "first_band": { "type": "ema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 30, "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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