Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1054619.5155 | 863969.1803 | 190650.3352 | 41416820.1364 | 50298624.7515 | -8881804.6151 |
Total P&L (%) | 1054.6195 | 863.9692 | 190.6503 | 41416.8201 | 50298.6248 | -8881.8046 |
Avg Daily Profit (%) | 0.4217 | 0.3454 | 0.0762 | 0.2413 | 0.2491 | 0 |
Buy And Hold Return (%) | 691.3669 | 691.3669 | 691.3669 | 691.3669 | 691.3669 | 691.3669 |
Max Trade Drawdown | -64588 | -60314 | -72211 | -25025394 | -10270208 | -16298017 |
Profit Factor | 3.017 | 4.3675 | 1.7159 | 1.8002 | 3.0984 | 0.6804 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 56.8 | 51.6129 | 61.9048 | 56.8 | 51.6129 | 61.9048 |
Ratio Avg Win / Avg Loss | 2.2946 | 4.0945 | 1.056 | 1.3691 | 2.9047 | 0.4187 |
Largest Winning Trade | 341014 | 341014 | 47975 | 40945663 | 40945663 | 4415043 |
Largest Losing Trade | -56791 | -21800 | -56791 | -15528060 | -8391355 | -15528060 |
Avg Bars in Trades | 58 | 64 | 52 | 58 | 64 | 52 |
Avg Bars in Winners | 72 | 82 | 65 | 72 | 82 | 65 |
Avg Bars in Losers | 39 | 45 | 32 | 39 | 45 | 32 |
Bars Traded | 7325 | 4008 | 3316 | 7325 | 4008 | 3316 |
Profit Streak | 85.876 | 92.2093 | 85.876 | 85.876 | 92.2093 | 85.876 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281393 | -224908 | -399382 | 463266 | -139034 | -725356 |
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{ "first_band": { "type": "alma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 135, "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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