Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810981.4161 | 739047.2524 | 71934.1637 | 4478279.7172 | 7258682.7453 | -2780403.0281 |
Total P&L (%) | 810.9814 | 739.0473 | 71.9342 | 4478.2797 | 7258.6827 | -2780.403 |
Avg Daily Profit (%) | 0.3243 | 0.2955 | 0.0288 | 0.153 | 0.172 | 0 |
Buy And Hold Return (%) | 801.6492 | 801.6492 | 801.6492 | 801.6492 | 801.6492 | 801.6492 |
Max Trade Drawdown | -92118 | -51275 | -96687 | -4906498 | -1672454 | -5667153 |
Profit Factor | 2.7247 | 4.5273 | 1.2759 | 1.4231 | 2.8084 | 0.5768 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 50.6024 | 48.7805 | 52.381 | 50.6024 | 48.7805 | 52.381 |
Ratio Avg Win / Avg Loss | 2.6598 | 4.7536 | 1.1599 | 1.3892 | 2.9489 | 0.5244 |
Largest Winning Trade | 283437 | 283437 | 52101 | 6098417 | 6098417 | 781267 |
Largest Losing Trade | -40552 | -29287 | -40552 | -3345569 | -597613 | -3345569 |
Avg Bars in Trades | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Winners | 67 | 75 | 60 | 67 | 75 | 60 |
Avg Bars in Losers | 44 | 42 | 47 | 44 | 42 | 47 |
Bars Traded | 4661 | 2384 | 2277 | 4661 | 2384 | 2277 |
Profit Streak | 104.9405 | 110.9405 | 104.9405 | 104.9405 | 110.9405 | 104.9405 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148098 | -149351 | -319384 | 262384 | 478185 | -579864 |
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{ "first_band": { "type": "alma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 246, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 246, "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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