Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2068353.2152 | 1978221.4203 | 90131.7949 | 4739605.4771 | 2214678.183 | 2524927.2942 |
Total P&L (%) | 2068.3532 | 1978.2214 | 90.1318 | 4739.6055 | 2214.6782 | 2524.9273 |
Avg Daily Profit (%) | 1.1058 | 1.0576 | 0.0482 | 0.2076 | 0.1681 | 0.1748 |
Buy And Hold Return (%) | 494.0798 | 494.0798 | 494.0798 | 494.0798 | 494.0798 | 494.0798 |
Max Trade Drawdown | -82611 | -108124 | -54035 | -3061797 | -4184922 | -1476001 |
Profit Factor | 3.9515 | 5.928 | 1.3011 | 1.2045 | 1.1651 | 1.2586 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 30.1724 | 22.4138 | 37.931 | 30.1724 | 22.4138 | 37.931 |
Ratio Avg Win / Avg Loss | 9.1448 | 20.52 | 2.129 | 2.7875 | 4.033 | 2.0595 |
Largest Winning Trade | 1326546 | 1326546 | 52848 | 4600055 | 4600055 | 2312778 |
Largest Losing Trade | -25080 | -25080 | -24194 | -1397489 | -1397489 | -1195947 |
Avg Bars in Trades | 190 | 170 | 211 | 190 | 170 | 211 |
Avg Bars in Winners | 402 | 398 | 403 | 402 | 398 | 403 |
Avg Bars in Losers | 99 | 104 | 93 | 99 | 104 | 93 |
Bars Traded | 22128 | 9873 | 12255 | 22128 | 9873 | 12255 |
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 | 395931 | -201900 | -478161 | 47205 | -253399 | -177521 |
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{ "first_band": { "type": "alma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 41, "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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