Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269575.409 | 295526.2565 | -25950.8474 | -437136.6441 | -427530.2406 | -9606.4035 |
Total P&L (%) | 269.5754 | 295.5263 | -25.9508 | -437.1366 | -427.5302 | -9.6064 |
Avg Daily Profit (%) | 0.1909 | 0.2093 | -0.0184 | 0 | 0 | -0.0072 |
Buy And Hold Return (%) | 10.3641 | 10.3641 | 10.3641 | 10.3641 | 10.3641 | 10.3641 |
Max Trade Drawdown | -236101 | -98942 | -234897 | -3537319 | -2391737 | -1677552 |
Profit Factor | 1.5047 | 2.6924 | 0.9278 | 0.9136 | 0.8582 | 0.9953 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 40 | 22 | 18 | 37 | 21 | 16 |
Losing Trades | 25 | 11 | 14 | 28 | 12 | 16 |
Profitability (%) | 61.5385 | 66.6667 | 56.25 | 56.9231 | 63.6364 | 50 |
Ratio Avg Win / Avg Loss | 0.9404 | 1.3462 | 0.7216 | 0.6914 | 0.4904 | 0.9953 |
Largest Winning Trade | 67314 | 67314 | 55974 | 612250 | 612250 | 491909 |
Largest Losing Trade | -162358 | -58761 | -162358 | -1873247 | -1873247 | -981867 |
Avg Bars in Trades | 61 | 62 | 59 | 61 | 62 | 59 |
Avg Bars in Winners | 48 | 42 | 56 | 47 | 43 | 52 |
Avg Bars in Losers | 80 | 102 | 64 | 78 | 95 | 66 |
Bars Traded | 3965 | 2058 | 1907 | 3965 | 2058 | 1907 |
Profit Streak | 0 | 0 | 558.7115 | 478.7115 | 524.0449 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127292 | 499012 | -579041 | -715295 | -578451 | -580810 |
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{ "first_band": { "type": "dema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 68, "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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