Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697384.9239 | 614828.7767 | 82556.1472 | 442559.4409 | 284248.8992 | 158310.5417 |
Total P&L (%) | 697.3849 | 614.8288 | 82.5561 | 442.5594 | 284.2489 | 158.3105 |
Avg Daily Profit (%) | 0.3614 | 0.3186 | 0.0428 | 0.0877 | 0.0698 | 0.0492 |
Buy And Hold Return (%) | 17.1854 | 17.1854 | 17.1854 | 17.1854 | 17.1854 | 17.1854 |
Max Trade Drawdown | -134326 | -135740 | -91007 | -625207 | -483141 | -381404 |
Profit Factor | 1.8063 | 2.5313 | 1.1782 | 1.125 | 1.1665 | 1.0863 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 38.5185 | 27.9412 | 49.2537 | 38.5185 | 27.9412 | 49.2537 |
Ratio Avg Win / Avg Loss | 2.8832 | 6.528 | 1.2139 | 1.7956 | 3.0082 | 1.1192 |
Largest Winning Trade | 363355 | 363355 | 49720 | 482680 | 482680 | 272596 |
Largest Losing Trade | -45461 | -21320 | -45461 | -192966 | -166732 | -192966 |
Avg Bars in Trades | 168 | 148 | 189 | 168 | 148 | 189 |
Avg Bars in Winners | 292 | 314 | 279 | 292 | 314 | 279 |
Avg Bars in Losers | 90 | 83 | 101 | 90 | 83 | 101 |
Bars Traded | 22731 | 10065 | 12666 | 22731 | 10065 | 12666 |
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 | 314501 | -112433 | -278788 | -161983 | -262387 | -369774 |
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{ "first_band": { "type": "alma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 189, "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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