Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2150001.8193 | 1912117.3681 | 237884.4512 | 25080416.1787 | 7860252.4068 | 17220163.7719 |
Total P&L (%) | 2150.0018 | 1912.1174 | 237.8845 | 25080.4162 | 7860.2524 | 17220.1638 |
Avg Daily Profit (%) | 0.9295 | 0.8267 | 0.1028 | 0.2393 | 0.1894 | 0.2231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88203 | -98086 | -89807 | -22359761 | -17074288 | -13205603 |
Profit Factor | 4.4378 | 6.5798 | 1.8414 | 1.346 | 1.1871 | 1.5651 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 54.6218 | 48.3333 | 61.0169 | 54.6218 | 48.3333 | 61.0169 |
Ratio Avg Win / Avg Loss | 3.6868 | 7.0336 | 1.1765 | 1.1182 | 1.2689 | 0.9999 |
Largest Winning Trade | 1481201 | 1481201 | 80043 | 15911809 | 14588782 | 15911809 |
Largest Losing Trade | -53876 | -35431 | -53876 | -10389643 | -7127511 | -10389643 |
Avg Bars in Trades | 56 | 48 | 64 | 56 | 48 | 64 |
Avg Bars in Winners | 74 | 68 | 78 | 74 | 68 | 78 |
Avg Bars in Losers | 34 | 29 | 42 | 34 | 29 | 42 |
Bars Traded | 6709 | 2912 | 3797 | 6709 | 2912 | 3797 |
Profit Streak | 10.5093 | 10.5093 | 15.5093 | 10.5093 | 10.5093 | 15.5093 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 816275 | -147459 | -227964 | 387062 | -175996 | -166397 |
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{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 17, "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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