Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1167376.4746 | 1015641.3176 | 151735.157 | 27910575.0596 | 24623489.1931 | 3287085.8665 |
Total P&L (%) | 1167.3765 | 1015.6413 | 151.7352 | 27910.5751 | 24623.4892 | 3287.0859 |
Avg Daily Profit (%) | 0.6359 | 0.5533 | 0.0827 | 0.3074 | 0.3006 | 0.1921 |
Buy And Hold Return (%) | 676.1247 | 676.1247 | 676.1247 | 676.1247 | 676.1247 | 676.1247 |
Max Trade Drawdown | -78039 | -52569 | -63266 | -19022413 | -16313640 | -10422797 |
Profit Factor | 2.734 | 4.1144 | 1.4371 | 1.3321 | 1.5495 | 1.0838 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 41.4474 | 38.1579 | 44.7368 | 41.4474 | 38.1579 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.8623 | 6.6681 | 1.7753 | 1.8819 | 2.5113 | 1.3388 |
Largest Winning Trade | 280761 | 280761 | 77102 | 16131487 | 16131487 | 7172830 |
Largest Losing Trade | -48681 | -21678 | -48681 | -6133647 | -6133647 | -5082506 |
Avg Bars in Trades | 143 | 137 | 149 | 143 | 137 | 149 |
Avg Bars in Winners | 236 | 241 | 233 | 236 | 241 | 233 |
Avg Bars in Losers | 77 | 73 | 82 | 77 | 73 | 82 |
Bars Traded | 21831 | 10444 | 11387 | 21831 | 10444 | 11387 |
Profit Streak | 28.7467 | 32.9967 | 0 | 28.7467 | 32.9967 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 226053 | -45527 | -297848 | 300892 | -41904 | -173346 |
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{ "first_band": { "type": "alma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 74, "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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