Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258486.8033 | 273832.2578 | -15345.4545 | 16163.2214 | 354402.7596 | -338239.5381 |
Total P&L (%) | 258.4868 | 273.8323 | -15.3455 | 16.1632 | 354.4028 | -338.2395 |
Avg Daily Profit (%) | 0.1831 | 0.194 | -0.0109 | 0.0106 | 0.1073 | 0 |
Buy And Hold Return (%) | 66.2503 | 66.2503 | 66.2503 | 66.2503 | 66.2503 | 66.2503 |
Max Trade Drawdown | -106082 | -54768 | -153173 | -505148 | -193280 | -536247 |
Profit Factor | 1.2593 | 1.6479 | 0.9733 | 1.006 | 1.3085 | 0.7784 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Losing Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Profitability (%) | 50.4167 | 51.6667 | 49.1667 | 50.4167 | 51.6667 | 49.1667 |
Ratio Avg Win / Avg Loss | 1.2385 | 1.5416 | 1.0063 | 0.9894 | 1.224 | 0.8047 |
Largest Winning Trade | 63265 | 63265 | 44971 | 240757 | 240757 | 113311 |
Largest Losing Trade | -52116 | -30504 | -52116 | -165185 | -165185 | -158809 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 37 | 32 | 41 | 37 | 32 | 41 |
Avg Bars in Losers | 31 | 33 | 28 | 31 | 33 | 28 |
Bars Traded | 8183 | 3964 | 4218 | 8183 | 3964 | 4218 |
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 | 227218 | 308412 | -579670 | -558671 | -50749 | -581337 |
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{ "first_band": { "type": "alma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 196, "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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