Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1641008.4746 | 1570967.6864 | 70040.7882 | 1649368.2126 | 1465748.3559 | 183619.8567 |
Total P&L (%) | 1641.0085 | 1570.9677 | 70.0408 | 1649.3682 | 1465.7484 | 183.6199 |
Avg Daily Profit (%) | 0.7422 | 0.7105 | 0.0317 | 0.1295 | 0.1245 | 0.0472 |
Buy And Hold Return (%) | 729.8306 | 729.8306 | 729.8306 | 729.8306 | 729.8306 | 729.8306 |
Max Trade Drawdown | -129973 | -84240 | -153959 | -6529488 | -4515949 | -4193724 |
Profit Factor | 2.911 | 4.6281 | 1.1645 | 1.0856 | 1.1508 | 1.0192 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.7398 | 4.3558 | 1.096 | 1.0217 | 1.0831 | 0.9593 |
Largest Winning Trade | 1335854 | 1335854 | 45485 | 1247211 | 1247211 | 1009724 |
Largest Losing Trade | -56806 | -42140 | -56806 | -2301539 | -2301539 | -2244599 |
Avg Bars in Trades | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Winners | 38 | 37 | 38 | 38 | 37 | 38 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 4323 | 2106 | 2217 | 4323 | 2106 | 2217 |
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 | 487587 | -109932 | -479880 | -150692 | -211824 | -620741 |
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{ "first_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 70, "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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