Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591636.0509 | 612453.1175 | -20817.0666 | 160103.9843 | 94770.4382 | 65333.546 |
Total P&L (%) | 591.6361 | 612.4531 | -20.8171 | 160.104 | 94.7704 | 65.3335 |
Avg Daily Profit (%) | 0.3204 | 0.3317 | -0.0113 | 0.0518 | 0.0361 | 0.0272 |
Buy And Hold Return (%) | 159.0192 | 159.0192 | 159.0192 | 159.0192 | 159.0192 | 159.0192 |
Max Trade Drawdown | -145359 | -85894 | -111137 | -1161225 | -671968 | -596653 |
Profit Factor | 1.9833 | 3.7392 | 0.9449 | 1.0753 | 1.0921 | 1.0596 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 44.4444 | 45.1613 | 43.75 | 44.4444 | 45.1613 | 43.75 |
Ratio Avg Win / Avg Loss | 2.4791 | 4.5404 | 1.2149 | 1.3442 | 1.3261 | 1.3624 |
Largest Winning Trade | 363702 | 363702 | 71351 | 349550 | 349550 | 309949 |
Largest Losing Trade | -55527 | -36421 | -55527 | -498548 | -498548 | -483252 |
Avg Bars in Trades | 172 | 166 | 177 | 172 | 166 | 177 |
Avg Bars in Winners | 285 | 251 | 320 | 285 | 251 | 320 |
Avg Bars in Losers | 81 | 97 | 66 | 81 | 97 | 66 |
Bars Traded | 10846 | 5169 | 5677 | 10846 | 5169 | 5677 |
Profit Streak | 56.4154 | 0 | 157.7488 | 56.4154 | 0 | 157.7488 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142512 | 423274 | -580609 | -577947 | -431625 | -478700 |
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{ "first_band": { "type": "alma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 97, "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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