Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6077383.5558 | -21086.1327 | -6056297.4231 | 33857.904 | 26685288.0484 | -26651430.1444 |
Total P&L (%) | -6077.3836 | -21.0861 | -6056.2974 | 33.8579 | 26685.288 | -26651.4301 |
Avg Daily Profit (%) | -2.5752 | -0.0089 | -2.5662 | 0.0124 | 0.2372 | 0 |
Buy And Hold Return (%) | 434.7897 | 434.7897 | 434.7897 | 434.7897 | 434.7897 | 434.7897 |
Max Trade Drawdown | -6248573 | -195546 | -6139417 | -56992884 | -20791373 | -37483332 |
Profit Factor | 0.0765 | 0.9244 | 0.0389 | 1.0004 | 1.8855 | 0.4996 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 19 | 18 | 33 | 16 | 17 |
Losing Trades | 31 | 15 | 16 | 35 | 18 | 17 |
Profitability (%) | 54.4118 | 55.8824 | 52.9412 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 0.0641 | 0.7298 | 0.0346 | 1.061 | 2.1212 | 0.4996 |
Largest Winning Trade | 76431 | 76431 | 34815 | 25084988 | 25084988 | 7765849 |
Largest Losing Trade | -6039616 | -74365 | -6039616 | -16353538 | -10269028 | -16353538 |
Avg Bars in Trades | 66 | 78 | 55 | 66 | 78 | 55 |
Avg Bars in Winners | 32 | 37 | 27 | 64 | 92 | 37 |
Avg Bars in Losers | 107 | 130 | 87 | 69 | 65 | 73 |
Bars Traded | 4551 | 2662 | 1889 | 4551 | 2662 | 1889 |
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 | -693705 | -580032 | -580413 | -676538 | 387853 | -580795 |
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{ "first_band": { "type": "alma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 120, "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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