Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1623576.2977 | 167891.6985 | -1791467.9962 | 2424770.4924 | -18780501.1235 | 21205271.6159 |
Total P&L (%) | -1623.5763 | 167.8917 | -1791.468 | 2424.7705 | -18780.5011 | 21205.2716 |
Avg Daily Profit (%) | -0.8271 | 0.0855 | -0.9126 | 0.1646 | 0 | 0.2735 |
Buy And Hold Return (%) | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 |
Max Trade Drawdown | -2017161 | -77686 | -1984109 | -30186601 | -20192196 | -21815654 |
Profit Factor | 0.318 | 1.6763 | 0.1599 | 1.0344 | 0.3578 | 1.514 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 23 | 27 | 50 | 22 | 28 |
Losing Trades | 26 | 15 | 11 | 26 | 16 | 10 |
Profitability (%) | 65.7895 | 60.5263 | 71.0526 | 65.7895 | 57.8947 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.1654 | 1.0932 | 0.0651 | 0.5379 | 0.2602 | 0.5407 |
Largest Winning Trade | 64277 | 51184 | 64277 | 54296416 | 3885439 | 54296416 |
Largest Losing Trade | -1629410 | -64254 | -1629410 | -21502603 | -10451294 | -21502603 |
Avg Bars in Trades | 151 | 150 | 151 | 151 | 150 | 151 |
Avg Bars in Winners | 96 | 94 | 98 | 102 | 95 | 107 |
Avg Bars in Losers | 255 | 236 | 281 | 245 | 225 | 276 |
Bars Traded | 11479 | 5716 | 5763 | 11479 | 5716 | 5763 |
Profit Streak | 428.2219 | 428.2219 | 551.8885 | 428.2219 | 428.2219 | 551.8885 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630892 | -240519 | -576684 | -235414 | -579156 | 461726 |
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{ "first_band": { "type": "ema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 169, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 169, "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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