Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1575561.7283 | 1467750.0281 | 107811.7002 | 84076094.0895 | 82439327.2609 | 1636766.8286 |
Total P&L (%) | 1575.5617 | 1467.75 | 107.8117 | 84076.0941 | 82439.3273 | 1636.7668 |
Avg Daily Profit (%) | 0.8454 | 0.7876 | 0.0578 | 0.3621 | 0.361 | 0.1533 |
Buy And Hold Return (%) | 7578.5714 | 7578.5714 | 7578.5714 | 7578.5714 | 7578.5714 | 7578.5714 |
Max Trade Drawdown | -59098 | -45103 | -77144 | -16045940 | -8083647 | -12547597 |
Profit Factor | 5.8325 | 11.0646 | 1.5983 | 2.5011 | 5.0028 | 1.0462 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 43.0769 | 40.625 | 45.4545 | 43.0769 | 40.625 | 45.4545 |
Ratio Avg Win / Avg Loss | 7.7073 | 16.1713 | 1.918 | 3.305 | 7.3118 | 1.2555 |
Largest Winning Trade | 576527 | 576527 | 62553 | 29627402 | 29627402 | 18196552 |
Largest Losing Trade | -24401 | -24401 | -23371 | -12547597 | -4060244 | -12547597 |
Avg Bars in Trades | 83 | 84 | 81 | 83 | 84 | 81 |
Avg Bars in Winners | 151 | 160 | 142 | 151 | 160 | 142 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 5411 | 2711 | 2700 | 5411 | 2711 | 2700 |
Profit Streak | 0 | 224.6746 | 0 | 0 | 224.6746 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -283136 | -146894 | -280226 | -124779 | 522233 | -329622 |
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{ "first_band": { "type": "alma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 23, "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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