Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2672940.0693 | 2588158.1181 | 84781.9512 | 66171274.266 | 53263322.7519 | 12907951.5141 |
Total P&L (%) | 2672.9401 | 2588.1581 | 84.782 | 66171.2743 | 53263.3228 | 12907.9515 |
Avg Daily Profit (%) | 1.2833 | 1.2426 | 0.0407 | 0.3124 | 0.302 | 0.234 |
Buy And Hold Return (%) | 8609.1128 | 8609.1128 | 8609.1128 | 8609.1128 | 8609.1128 | 8609.1128 |
Max Trade Drawdown | -100221 | -74706 | -66691 | -48790853 | -22577400 | -26213452 |
Profit Factor | 8.1753 | 14.8143 | 1.4579 | 1.6592 | 1.9859 | 1.2784 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 40 | 38.0952 | 41.8605 | 40 | 38.0952 | 41.8605 |
Ratio Avg Win / Avg Loss | 12.263 | 24.0732 | 2.0248 | 2.4888 | 3.2272 | 1.7756 |
Largest Winning Trade | 1806572 | 1806572 | 49799 | 44544642 | 44544642 | 25953290 |
Largest Losing Trade | -35211 | -26206 | -35211 | -11937571 | -11387007 | -11937571 |
Avg Bars in Trades | 285 | 274 | 295 | 285 | 274 | 295 |
Avg Bars in Winners | 576 | 592 | 562 | 576 | 592 | 562 |
Avg Bars in Losers | 91 | 78 | 104 | 91 | 78 | 104 |
Bars Traded | 24246 | 11526 | 12720 | 24246 | 11526 | 12720 |
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 | -147325 | -148285 | -305265 | 305248 | 271936 | -4151 |
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{ "first_band": { "type": "alma", "factors": { "length": 227, "offset": 126 } }, "second_band": { "type": "wma", "factors": { "length": 19, "offset": 0 } } }
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# | 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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