Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2033466.3286 | 1996453.7179 | 37012.6107 | 457407.6023 | 940880.7622 | -483473.1599 |
Total P&L (%) | 2033.4663 | 1996.4537 | 37.0126 | 457.4076 | 940.8808 | -483.4732 |
Avg Daily Profit (%) | 0.8771 | 0.8612 | 0.016 | 0.0741 | 0.1011 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134559 | -147575 | -127047 | -2332663 | -1768023 | -1523560 |
Profit Factor | 3.9215 | 5.7511 | 1.1342 | 1.0599 | 1.1877 | 0.8158 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 39.1304 | 31.4286 | 47.0588 | 39.1304 | 31.4286 | 47.0588 |
Ratio Avg Win / Avg Loss | 6.1001 | 12.548 | 1.276 | 1.6487 | 2.5914 | 0.9178 |
Largest Winning Trade | 1809031 | 1809031 | 77877 | 2490016 | 2490016 | 389433 |
Largest Losing Trade | -51613 | -35067 | -51613 | -887250 | -887250 | -619454 |
Avg Bars in Trades | 185 | 147 | 225 | 185 | 147 | 225 |
Avg Bars in Winners | 316 | 295 | 330 | 316 | 295 | 330 |
Avg Bars in Losers | 101 | 79 | 131 | 101 | 79 | 131 |
Bars Traded | 12822 | 5167 | 7655 | 12822 | 5167 | 7655 |
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 | -90267 | 515985 | -248092 | -357994 | -77736 | -581939 |
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{ "first_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 228, "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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