Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518926.1697 | 1451874.4028 | 67051.7669 | 38199334.2767 | 31857054.1391 | 6342280.1376 |
Total P&L (%) | 1518.9262 | 1451.8744 | 67.0518 | 38199.3343 | 31857.0541 | 6342.2801 |
Avg Daily Profit (%) | 0.8138 | 0.7779 | 0.0359 | 0.3192 | 0.3095 | 0.2234 |
Buy And Hold Return (%) | 8766.0287 | 8766.0287 | 8766.0287 | 8766.0287 | 8766.0287 | 8766.0287 |
Max Trade Drawdown | -59714 | -68009 | -70242 | -6690374 | -3468486 | -7922085 |
Profit Factor | 4.6412 | 7.9802 | 1.3206 | 2.4099 | 4.1207 | 1.3756 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 46.7532 | 50 | 43.5897 | 46.7532 | 50 | 43.5897 |
Ratio Avg Win / Avg Loss | 5.2858 | 7.9802 | 1.709 | 2.7446 | 4.1207 | 1.7802 |
Largest Winning Trade | 513337 | 513337 | 61786 | 9569928 | 9569928 | 7417233 |
Largest Losing Trade | -37681 | -37681 | -25445 | -5032082 | -1810080 | -5032082 |
Avg Bars in Trades | 281 | 287 | 276 | 281 | 287 | 276 |
Avg Bars in Winners | 462 | 484 | 439 | 462 | 484 | 439 |
Avg Bars in Losers | 123 | 90 | 151 | 123 | 90 | 151 |
Bars Traded | 21713 | 10913 | 10800 | 21713 | 10913 | 10800 |
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 | -192608 | -144259 | -311835 | -35796 | 489207 | -158355 |
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{ "first_band": { "type": "alma", "factors": { "length": 102, "offset": 230 } }, "second_band": { "type": "tema", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 102, "offset": 230 } }, "second_band": { "type": "tema", "factors": { "length": 151, "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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