Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1114452.0976 | -104379.5627 | -1010072.5349 | -99886.8065 | 1738211.9304 | -1838098.7369 |
Total P&L (%) | -1114.4521 | -104.3796 | -1010.0725 | -99.8868 | 1738.2119 | -1838.0987 |
Avg Daily Profit (%) | -0.6022 | -0.0564 | -0.5458 | -0.3659 | 0.1575 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -390757 | -268948 | -177951 | -3627940 | -2298367 | -1435579 |
Profit Factor | 0.3203 | 0.719 | 0.2035 | 0.9827 | 1.6427 | 0.3986 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 45 | 20 | 25 | 39 | 17 | 22 |
Losing Trades | 34 | 19 | 15 | 40 | 22 | 18 |
Profitability (%) | 56.962 | 51.2821 | 62.5 | 49.3671 | 43.5897 | 55 |
Ratio Avg Win / Avg Loss | 0.242 | 0.683 | 0.1221 | 1.0079 | 2.1258 | 0.3261 |
Largest Winning Trade | 68910 | 68910 | 51133 | 1391856 | 1391856 | 521991 |
Largest Losing Trade | -1022233 | -59511 | -1022233 | -1449411 | -1449411 | -1022233 |
Avg Bars in Trades | 90 | 111 | 69 | 90 | 111 | 69 |
Avg Bars in Winners | 50 | 58 | 44 | 110 | 169 | 64 |
Avg Bars in Losers | 141 | 166 | 110 | 70 | 65 | 75 |
Bars Traded | 7111 | 4336 | 2775 | 7111 | 4336 | 2775 |
Profit Streak | 31.0554 | 31.0554 | 35.8054 | 31.0554 | 31.0554 | 35.8054 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609415 | -580050 | -578138 | -609175 | 318696 | -579110 |
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{ "first_band": { "type": "alma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 225, "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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