Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235593.167 | -644.7327 | 236237.8996 | 198605.3142 | -74730.3702 | 273335.6844 |
Total P&L (%) | 235.5932 | -0.6447 | 236.2379 | 198.6053 | -74.7304 | 273.3357 |
Avg Daily Profit (%) | 0.1537 | -0.0004 | 0.1541 | 0.0714 | -0.0897 | 0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101301 | -92092 | -52117 | -347982 | -232699 | -153684 |
Profit Factor | 1.6491 | 0.9973 | 2.9728 | 1.2966 | 0.83 | 2.1882 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 8 | 17 | 25 | 8 | 17 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 41.6667 | 26.6667 | 56.6667 | 41.6667 | 26.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.3087 | 2.7427 | 2.2733 | 1.8152 | 2.2826 | 1.6733 |
Largest Winning Trade | 75975 | 75975 | 66351 | 130204 | 130204 | 109320 |
Largest Losing Trade | -25889 | -25889 | -23082 | -134157 | -134157 | -83144 |
Avg Bars in Trades | 148 | 108 | 189 | 148 | 108 | 189 |
Avg Bars in Winners | 253 | 225 | 266 | 253 | 225 | 266 |
Avg Bars in Losers | 73 | 65 | 88 | 73 | 65 | 88 |
Bars Traded | 8928 | 3244 | 5684 | 8928 | 3244 | 5684 |
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 | -166670 | -600516 | 494028 | -273469 | -600516 | -73203 |
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{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 110, "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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