Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2341813.475 | 2303735.4631 | 38078.0119 | 530411.0268 | 4664535.5882 | -4134124.5614 |
Total P&L (%) | 2341.8135 | 2303.7355 | 38.078 | 530.411 | 4664.5356 | -4134.1246 |
Avg Daily Profit (%) | 1.3021 | 1.2809 | 0.0212 | 0.1024 | 0.2151 | 0 |
Buy And Hold Return (%) | 311.6536 | 311.6536 | 311.6536 | 311.6536 | 311.6536 | 311.6536 |
Max Trade Drawdown | -163492 | -168186 | -78676 | -6797565 | -3169418 | -4973430 |
Profit Factor | 4.5982 | 8.9295 | 1.1057 | 1.0448 | 2.2303 | 0.486 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 51.3889 | 44.4444 | 58.3333 | 51.3889 | 44.4444 | 58.3333 |
Ratio Avg Win / Avg Loss | 4.3496 | 11.1619 | 0.7898 | 0.9883 | 2.7879 | 0.3472 |
Largest Winning Trade | 1528809 | 1528809 | 52033 | 6705418 | 6705418 | 1597277 |
Largest Losing Trade | -70156 | -34639 | -70156 | -4973430 | -1198525 | -4973430 |
Avg Bars in Trades | 48 | 50 | 45 | 48 | 50 | 45 |
Avg Bars in Winners | 57 | 61 | 53 | 57 | 61 | 53 |
Avg Bars in Losers | 38 | 42 | 33 | 38 | 42 | 33 |
Bars Traded | 3457 | 1824 | 1633 | 3457 | 1824 | 1633 |
Profit Streak | 0 | 0 | 153.6163 | 0 | 0 | 153.6163 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62495 | 718167 | -433867 | -321188 | 368948 | -578347 |
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{ "first_band": { "type": "alma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 125, "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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