Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380897.4155 | 160886.0062 | 220011.4092 | 1147675.3986 | 236783.3252 | 910892.0734 |
Total P&L (%) | 380.8974 | 160.886 | 220.0114 | 1147.6754 | 236.7833 | 910.8921 |
Avg Daily Profit (%) | 0.3721 | 0.1572 | 0.2149 | 0.2469 | 0.1187 | 0.2262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124655 | -98243 | -50520 | -1346325 | -1081594 | -479021 |
Profit Factor | 2.0433 | 1.7023 | 2.6179 | 1.4022 | 1.1319 | 1.8611 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 64.9351 | 63.1579 | 66.6667 | 64.9351 | 63.1579 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.1034 | 0.993 | 1.309 | 0.7572 | 0.6603 | 0.9305 |
Largest Winning Trade | 58830 | 58830 | 37533 | 445044 | 445044 | 252717 |
Largest Losing Trade | -40682 | -40682 | -38608 | -488810 | -488810 | -374586 |
Avg Bars in Trades | 37 | 48 | 27 | 37 | 48 | 27 |
Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Losers | 49 | 69 | 27 | 49 | 69 | 27 |
Bars Traded | 2910 | 1844 | 1066 | 2910 | 1844 | 1066 |
Profit Streak | 32.2716 | 32.2716 | 45.2716 | 32.2716 | 32.2716 | 45.2716 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30745 | 358636 | 542767 | -35130 | -109441 | 448670 |
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{ "first_band": { "type": "dema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 40, "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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