Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432871.9518 | 1259326.2976 | 173545.6542 | 2880051.895 | 3076327.009 | -196275.114 |
Total P&L (%) | 1432.872 | 1259.3263 | 173.5457 | 2880.0519 | 3076.327 | -196.2751 |
Avg Daily Profit (%) | 0.6034 | 0.5303 | 0.0731 | 0.143 | 0.1457 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114424 | -110650 | -62971 | -10385825 | -6767152 | -6025736 |
Profit Factor | 2.6314 | 3.6779 | 1.4253 | 1.0804 | 1.1559 | 0.9878 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 33.871 | 25.8065 | 41.9355 | 33.871 | 25.8065 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.1375 | 10.574 | 1.9735 | 2.1093 | 3.3232 | 1.3677 |
Largest Winning Trade | 923578 | 923578 | 67499 | 4756671 | 4756671 | 2298814 |
Largest Losing Trade | -29698 | -25522 | -29698 | -3969477 | -1682419 | -3969477 |
Avg Bars in Trades | 113 | 101 | 126 | 113 | 101 | 126 |
Avg Bars in Winners | 216 | 229 | 208 | 216 | 229 | 208 |
Avg Bars in Losers | 61 | 57 | 66 | 61 | 57 | 66 |
Bars Traded | 14118 | 6306 | 7812 | 14118 | 6306 | 7812 |
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 | 380177 | -163032 | -251003 | -138644 | -226727 | -736705 |
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{ "first_band": { "type": "alma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 24, "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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