Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515604.3127 | 242655.9313 | 272948.3814 | 3336956.1716 | 2736062.8629 | 600893.3087 |
Total P&L (%) | 515.6043 | 242.6559 | 272.9484 | 3336.9562 | 2736.0629 | 600.8933 |
Avg Daily Profit (%) | 0.5048 | 0.2376 | 0.2672 | 0.3469 | 0.3281 | 0.1908 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58483 | -50708 | -48844 | -2148993 | -991072 | -1880736 |
Profit Factor | 2.4055 | 2.0402 | 3.0436 | 1.5603 | 1.8431 | 1.2217 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 57.1429 | 51.7857 | 62.5 | 57.1429 | 51.7857 | 62.5 |
Ratio Avg Win / Avg Loss | 1.8042 | 1.8995 | 1.8262 | 1.1702 | 1.716 | 0.733 |
Largest Winning Trade | 77422 | 77422 | 51506 | 1725600 | 1725600 | 538408 |
Largest Losing Trade | -48844 | -26489 | -48844 | -1880736 | -991072 | -1880736 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Losers | 15 | 21 | 6 | 15 | 21 | 6 |
Bars Traded | 2771 | 1378 | 1393 | 2771 | 1378 | 1393 |
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 | 602183 | -167725 | -164147 | 448903 | -166916 | -172259 |
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{ "first_band": { "type": "alma", "factors": { "length": 3, "offset": 104 } }, "second_band": { "type": "ema", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 3, "offset": 104 } }, "second_band": { "type": "ema", "factors": { "length": 173, "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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