Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61836.8304 | 30417.0359 | 31419.7945 | 75942.5129 | 35980.845 | 39961.6679 |
Total P&L (%) | 61.8368 | 30.417 | 31.4198 | 75.9425 | 35.9808 | 39.9617 |
Avg Daily Profit (%) | 0.7123 | 0.3504 | 0.3619 | 0.653 | 0.3547 | 0.388 |
Buy And Hold Return (%) | 10.0068 | 10.0068 | 10.0068 | 10.0068 | 10.0068 | 10.0068 |
Max Trade Drawdown | -16836 | -11938 | -10602 | -26819 | -19907 | -16376 |
Profit Factor | 1.8511 | 1.7198 | 2.0335 | 1.7054 | 1.5764 | 1.8835 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 51.3158 | 50 | 52.6316 | 51.3158 | 50 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.7561 | 1.7198 | 1.8301 | 1.618 | 1.5764 | 1.6951 |
Largest Winning Trade | 12980 | 12980 | 10685 | 17443 | 17443 | 15526 |
Largest Losing Trade | -5181 | -5181 | -4355 | -8384 | -8384 | -6822 |
Avg Bars in Trades | 316 | 339 | 292 | 316 | 339 | 292 |
Avg Bars in Winners | 445 | 523 | 371 | 445 | 523 | 371 |
Avg Bars in Losers | 179 | 155 | 204 | 179 | 155 | 204 |
Bars Traded | 24017 | 12910 | 11107 | 24017 | 12910 | 11107 |
Profit Streak | 4.1561 | 4.1561 | 4.9269 | 4.1561 | 4.1561 | 4.9269 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40200 | 254942 | 331812 | -40442 | 260541 | 346737 |
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{ "first_band": { "type": "alma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 153, "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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