Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925961.8134 | 882856.5367 | 43105.2767 | 694322.8657 | 437755.8054 | 256567.0603 |
Total P&L (%) | 925.9618 | 882.8565 | 43.1053 | 694.3229 | 437.7558 | 256.5671 |
Avg Daily Profit (%) | 0.4987 | 0.4755 | 0.0232 | 0.1117 | 0.0906 | 0.0685 |
Buy And Hold Return (%) | 98.6128 | 98.6128 | 98.6128 | 98.6128 | 98.6128 | 98.6128 |
Max Trade Drawdown | -152030 | -56772 | -103468 | -2121504 | -1129330 | -999029 |
Profit Factor | 2.6906 | 6.062 | 1.1155 | 1.1874 | 1.2517 | 1.1305 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.5225 | 5.6831 | 1.0458 | 1.1132 | 1.1734 | 1.0599 |
Largest Winning Trade | 606235 | 606235 | 77772 | 669054 | 669054 | 496025 |
Largest Losing Trade | -62582 | -39787 | -62582 | -993630 | -993630 | -702352 |
Avg Bars in Trades | 176 | 166 | 185 | 176 | 166 | 185 |
Avg Bars in Winners | 269 | 242 | 297 | 269 | 242 | 297 |
Avg Bars in Losers | 76 | 86 | 66 | 76 | 86 | 66 |
Bars Traded | 10938 | 5176 | 5762 | 10938 | 5176 | 5762 |
Profit Streak | 0 | 0 | 166.1091 | 0 | 0 | 166.1091 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142566 | 687236 | -420000 | -216157 | -73819 | -180740 |
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{ "first_band": { "type": "alma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "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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