Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2136871.1534 | 2090482.2072 | 46388.9463 | 27486690.2262 | 25980471.257 | 1506218.9692 |
Total P&L (%) | 2136.8712 | 2090.4822 | 46.3889 | 27486.6902 | 25980.4713 | 1506.219 |
Avg Daily Profit (%) | 0.9409 | 0.9205 | 0.0204 | 0.2478 | 0.2453 | 0.1223 |
Buy And Hold Return (%) | 8357.2622 | 8357.2622 | 8357.2622 | 8357.2622 | 8357.2622 | 8357.2622 |
Max Trade Drawdown | -92698 | -43163 | -84473 | -19349090 | -10251313 | -15363974 |
Profit Factor | 6.634 | 16.2376 | 1.1916 | 1.5587 | 2.2557 | 1.0528 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 57.5758 | 57.5758 | 57.5758 | 57.5758 | 57.5758 | 57.5758 |
Ratio Avg Win / Avg Loss | 4.8882 | 11.9646 | 0.878 | 1.1485 | 1.6621 | 0.7758 |
Largest Winning Trade | 1312144 | 1312144 | 50611 | 18968536 | 18968536 | 12949877 |
Largest Losing Trade | -56528 | -36812 | -56528 | -10484482 | -8705580 | -10484482 |
Avg Bars in Trades | 196 | 185 | 206 | 196 | 185 | 206 |
Avg Bars in Winners | 272 | 250 | 294 | 272 | 250 | 294 |
Avg Bars in Losers | 92 | 97 | 87 | 92 | 97 | 87 |
Bars Traded | 12955 | 6133 | 6822 | 12955 | 6133 | 6822 |
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 | -271478 | -143021 | -341802 | -120261 | 383804 | -358175 |
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{ "first_band": { "type": "alma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 218, "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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