Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -929854.0235 | 70913.9393 | -1000767.9628 | 957626.1554 | -750270.7307 | 1707896.8862 |
Total P&L (%) | -929.854 | 70.9139 | -1000.768 | 957.6262 | -750.2707 | 1707.8969 |
Avg Daily Profit (%) | -0.4958 | 0.0378 | -0.5336 | 0.1259 | 0 | 0.1545 |
Buy And Hold Return (%) | 264.3059 | 264.3059 | 264.3059 | 264.3059 | 264.3059 | 264.3059 |
Max Trade Drawdown | -1151550 | -98757 | -1109719 | -2721365 | -2468692 | -2348528 |
Profit Factor | 0.4139 | 1.2491 | 0.2313 | 1.1032 | 0.8238 | 1.3403 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 67.1429 | 60 | 74.2857 | 67.1429 | 60 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.2026 | 0.8327 | 0.0801 | 0.5399 | 0.5492 | 0.4639 |
Largest Winning Trade | 46918 | 46918 | 34130 | 3144665 | 1078756 | 3144665 |
Largest Losing Trade | -798925 | -56076 | -798925 | -1930291 | -1615051 | -1930291 |
Avg Bars in Trades | 154 | 153 | 155 | 154 | 153 | 155 |
Avg Bars in Winners | 109 | 108 | 109 | 126 | 119 | 132 |
Avg Bars in Losers | 246 | 219 | 287 | 210 | 202 | 222 |
Bars Traded | 10790 | 5355 | 5435 | 10790 | 5355 | 5435 |
Profit Streak | 19.9237 | 27.757 | 0 | 19.9237 | 27.757 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676499 | -308232 | -577639 | -231502 | -578950 | 327299 |
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{ "first_band": { "type": "ema", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 204, "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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