Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119027.1118 | 1066250.8119 | 52776.2999 | 253599.8412 | 4315012.727 | -4061412.8858 |
Total P&L (%) | 1119.0271 | 1066.2508 | 52.7763 | 253.5998 | 4315.0127 | -4061.4129 |
Avg Daily Profit (%) | 0.485 | 0.4621 | 0.0229 | 0.0548 | 0.1643 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233009 | -149969 | -217672 | -8812988 | -4045115 | -5110701 |
Profit Factor | 2.2282 | 3.1227 | 1.1291 | 1.0194 | 1.6734 | 0.3901 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 35.7143 | 30.6122 | 40.8163 | 35.7143 | 30.6122 | 40.8163 |
Ratio Avg Win / Avg Loss | 4.0108 | 7.0782 | 1.6372 | 1.8349 | 3.793 | 0.5657 |
Largest Winning Trade | 442405 | 442405 | 79945 | 6806248 | 6806248 | 679048 |
Largest Losing Trade | -60736 | -52137 | -60736 | -2698763 | -1699000 | -2698763 |
Avg Bars in Trades | 139 | 111 | 167 | 139 | 111 | 167 |
Avg Bars in Winners | 268 | 224 | 301 | 268 | 224 | 301 |
Avg Bars in Losers | 67 | 62 | 74 | 67 | 62 | 74 |
Bars Traded | 13672 | 5478 | 8194 | 13672 | 5478 | 8194 |
Profit Streak | 0 | 0 | 44.2253 | 0 | 0 | 44.2253 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339117 | 316864 | -243786 | -323159 | 124528 | -583698 |
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{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 160, "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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