Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350455.8945 | 417887.698 | -67431.8034 | -17822861.3611 | 8260279.0795 | -26083140.4406 |
Total P&L (%) | 350.4559 | 417.8877 | -67.4318 | -17822.8614 | 8260.2791 | -26083.1404 |
Avg Daily Profit (%) | 0.1402 | 0.1671 | -0.027 | 0 | 0.1772 | 0 |
Buy And Hold Return (%) | 877.6827 | 877.6827 | 877.6827 | 877.6827 | 877.6827 | 877.6827 |
Max Trade Drawdown | -280338 | -72602 | -269469 | -30072827 | -2218141 | -29916886 |
Profit Factor | 1.7218 | 4.8686 | 0.8214 | 0.5095 | 2.7795 | 0.177 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 59 | 30 | 29 | 58 | 31 | 27 |
Losing Trades | 23 | 11 | 12 | 24 | 10 | 14 |
Profitability (%) | 71.9512 | 73.1707 | 70.7317 | 70.7317 | 75.6098 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.6712 | 1.7852 | 0.3399 | 0.2108 | 0.8966 | 0.0918 |
Largest Winning Trade | 112960 | 112960 | 45917 | 2457346 | 2457346 | 755530 |
Largest Losing Trade | -269469 | -48472 | -269469 | -28657330 | -2114858 | -28657330 |
Avg Bars in Trades | 83 | 81 | 85 | 83 | 81 | 85 |
Avg Bars in Winners | 64 | 63 | 65 | 69 | 70 | 69 |
Avg Bars in Losers | 131 | 127 | 134 | 115 | 113 | 117 |
Bars Traded | 6830 | 3324 | 3506 | 6830 | 3324 | 3506 |
Profit Streak | 0 | 0 | 192.4492 | 171.7825 | 172.7825 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176867 | -147699 | -577080 | -586008 | 515058 | -578687 |
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{ "first_band": { "type": "alma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 214, "offset": 213 } } }
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# | 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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