Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2226260.6705 | 2116979.981 | 109280.6895 | 4376366.4845 | 18317654.0245 | -13941287.54 |
Total P&L (%) | 2226.2607 | 2116.98 | 109.2807 | 4376.3665 | 18317.654 | -13941.2875 |
Avg Daily Profit (%) | 1.0002 | 0.9511 | 0.0491 | 0.1709 | 0.2346 | 0 |
Buy And Hold Return (%) | 291.8829 | 291.8829 | 291.8829 | 291.8829 | 291.8829 | 291.8829 |
Max Trade Drawdown | -183791 | -100567 | -94269 | -36225287 | -14705455 | -21519831 |
Profit Factor | 5.1963 | 10.1526 | 1.3652 | 1.0674 | 1.7198 | 0.6471 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 52.5424 | 51.7241 | 53.3333 | 52.5424 | 51.7241 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.6934 | 9.4757 | 1.1946 | 0.9641 | 1.6052 | 0.5662 |
Largest Winning Trade | 1889763 | 1889763 | 53167 | 19473819 | 19473819 | 6632034 |
Largest Losing Trade | -47858 | -35216 | -47858 | -11665396 | -8531064 | -11665396 |
Avg Bars in Trades | 143 | 134 | 151 | 143 | 134 | 151 |
Avg Bars in Winners | 202 | 181 | 221 | 202 | 181 | 221 |
Avg Bars in Losers | 78 | 85 | 71 | 78 | 85 | 71 |
Bars Traded | 8469 | 3914 | 4555 | 8469 | 3914 | 4555 |
Profit Streak | 0 | 128.1195 | 0 | 0 | 128.1195 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157891 | 826308 | -292253 | -319459 | 457947 | -580393 |
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{ "first_band": { "type": "alma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 194, "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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