Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684688.0518 | 399645.1419 | 285042.9099 | 2690599.7727 | 29372.1072 | 2661227.6655 |
Total P&L (%) | 684.6881 | 399.6451 | 285.0429 | 2690.5998 | 29.3721 | 2661.2277 |
Avg Daily Profit (%) | 0.3784 | 0.2209 | 0.1575 | 0.1842 | 0.0142 | 0.1836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114629 | -94294 | -57962 | -2951859 | -1489837 | -1896244 |
Profit Factor | 2.1469 | 2.092 | 2.234 | 1.229 | 1.0044 | 1.5197 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 57 | 19 | 38 | 57 | 19 | 38 |
Losing Trades | 67 | 43 | 24 | 67 | 43 | 24 |
Profitability (%) | 45.9677 | 30.6452 | 61.2903 | 45.9677 | 30.6452 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.5236 | 4.7344 | 1.411 | 1.4447 | 2.2732 | 0.9598 |
Largest Winning Trade | 292108 | 292108 | 55733 | 1653790 | 1653790 | 773528 |
Largest Losing Trade | -39790 | -26993 | -39790 | -1570976 | -422114 | -1570976 |
Avg Bars in Trades | 43 | 42 | 43 | 43 | 42 | 43 |
Avg Bars in Winners | 57 | 69 | 51 | 57 | 69 | 51 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 5334 | 2659 | 2675 | 5334 | 2659 | 2675 |
Profit Streak | 0 | 0 | 46.4172 | 0 | 0 | 46.4172 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446661 | -150207 | -141759 | 227278 | -553519 | -144501 |
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{ "first_band": { "type": "alma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 59, "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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