Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782053.1702 | 612859.848 | 169193.3222 | 619176.0181 | -472127.123 | 1091303.1411 |
Total P&L (%) | 782.0532 | 612.8598 | 169.1933 | 619.176 | -472.1271 | 1091.3031 |
Avg Daily Profit (%) | 0.5281 | 0.4139 | 0.1143 | 0.1333 | 0 | 0.1675 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132051 | -87674 | -94407 | -2530353 | -1877848 | -1462567 |
Profit Factor | 2.5779 | 3.1549 | 1.801 | 1.0958 | 0.876 | 1.4112 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 35.2941 | 23.5294 | 47.0588 | 35.2941 | 23.5294 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.7262 | 10.2534 | 2.0262 | 2.009 | 2.8469 | 1.5876 |
Largest Winning Trade | 545925 | 545925 | 75119 | 1389221 | 1389221 | 807956 |
Largest Losing Trade | -48198 | -37502 | -48198 | -558889 | -558889 | -531314 |
Avg Bars in Trades | 127 | 99 | 155 | 127 | 99 | 155 |
Avg Bars in Winners | 232 | 224 | 235 | 232 | 224 | 235 |
Avg Bars in Losers | 71 | 61 | 84 | 71 | 61 | 84 |
Bars Traded | 8694 | 3399 | 5295 | 8694 | 3399 | 5295 |
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 | -103738 | -20418 | -38209 | -248118 | -614313 | 305023 |
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{ "first_band": { "type": "alma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 74, "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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