Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1458839.8877 | 1293118.1189 | 165721.7687 | 24145836.7026 | 8789179.4413 | 15356657.2612 |
Total P&L (%) | 1458.8399 | 1293.1181 | 165.7218 | 24145.8367 | 8789.1794 | 15356.6573 |
Avg Daily Profit (%) | 0.5835 | 0.5172 | 0.0663 | 0.2199 | 0.1797 | 0.2018 |
Buy And Hold Return (%) | 469.5889 | 469.5889 | 469.5889 | 469.5889 | 469.5889 | 469.5889 |
Max Trade Drawdown | -88453 | -55827 | -64254 | -7692270 | -5970853 | -4580042 |
Profit Factor | 5.0761 | 8.1693 | 1.9335 | 1.7882 | 1.4608 | 2.3282 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 |
Ratio Avg Win / Avg Loss | 7.1066 | 11.437 | 2.7069 | 2.5035 | 2.0452 | 3.2595 |
Largest Winning Trade | 795930 | 795930 | 54229 | 10533171 | 9532812 | 10533171 |
Largest Losing Trade | -38805 | -22612 | -38805 | -4198996 | -4198996 | -2741883 |
Avg Bars in Trades | 68 | 64 | 71 | 68 | 64 | 71 |
Avg Bars in Winners | 121 | 107 | 135 | 121 | 107 | 135 |
Avg Bars in Losers | 29 | 33 | 25 | 29 | 33 | 25 |
Bars Traded | 4902 | 2325 | 2577 | 4902 | 2325 | 2577 |
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 | -70868 | 457367 | -269769 | -75419 | 244761 | 332787 |
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{ "first_band": { "type": "alma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 8, "offset": 1 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 8, "offset": 1 } } }
# | 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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