Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098507.4964 | 1059723.7231 | 38783.7733 | 1061458.4322 | 2663689.8167 | -1602231.3845 |
Total P&L (%) | 1098.5075 | 1059.7237 | 38.7838 | 1061.4584 | 2663.6898 | -1602.2314 |
Avg Daily Profit (%) | 0.4626 | 0.4463 | 0.0163 | 0.1033 | 0.1399 | 0 |
Buy And Hold Return (%) | 426.3952 | 426.3952 | 426.3952 | 426.3952 | 426.3952 | 426.3952 |
Max Trade Drawdown | -140628 | -121905 | -62780 | -3950446 | -1877822 | -2346376 |
Profit Factor | 3.2571 | 4.9209 | 1.1792 | 1.1255 | 1.6943 | 0.6533 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 45.1613 | 35.4839 | 54.8387 | 45.1613 | 35.4839 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.9551 | 8.9471 | 0.9711 | 1.3667 | 3.0806 | 0.538 |
Largest Winning Trade | 726448 | 726448 | 50348 | 3923580 | 3923580 | 619631 |
Largest Losing Trade | -53140 | -28357 | -53140 | -2330680 | -447260 | -2330680 |
Avg Bars in Trades | 147 | 132 | 163 | 147 | 132 | 163 |
Avg Bars in Winners | 213 | 236 | 198 | 213 | 236 | 198 |
Avg Bars in Losers | 93 | 74 | 119 | 93 | 74 | 119 |
Bars Traded | 9158 | 4098 | 5060 | 9158 | 4098 | 5060 |
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 | -147360 | 307480 | -361279 | -301097 | -8858 | -580190 |
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{ "first_band": { "type": "alma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 228, "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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