Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498591.6057 | 507230.8642 | -8639.2585 | -134509.3414 | 40091.8852 | -174601.2266 |
Total P&L (%) | 498.5916 | 507.2309 | -8.6393 | -134.5093 | 40.0919 | -174.6012 |
Avg Daily Profit (%) | 0.2566 | 0.2611 | -0.0044 | 0 | 0.0174 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146176 | -109364 | -129848 | -182503 | -48347 | -157214 |
Profit Factor | 1.8318 | 2.7187 | 0.9716 | 0.5819 | 1.423 | 0.2306 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 12 | 14 | 35 | 19 | 16 |
Losing Trades | 36 | 19 | 17 | 27 | 12 | 15 |
Profitability (%) | 41.9355 | 38.7097 | 45.1613 | 56.4516 | 61.2903 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.5364 | 4.3047 | 1.1798 | 0.4489 | 0.8987 | 0.2162 |
Largest Winning Trade | 487879 | 487879 | 61065 | 30710 | 30710 | 7957 |
Largest Losing Trade | -110698 | -59186 | -110698 | -95021 | -40525 | -95021 |
Avg Bars in Trades | 120 | 105 | 135 | 120 | 105 | 135 |
Avg Bars in Winners | 177 | 157 | 194 | 86 | 78 | 96 |
Avg Bars in Losers | 79 | 72 | 87 | 164 | 149 | 176 |
Bars Traded | 7476 | 3274 | 4202 | 7476 | 3274 | 4202 |
Profit Streak | 0 | 0 | 0 | 56.6938 | 56.6938 | 85.1938 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150332 | 335392 | -581033 | -737460 | -170726 | -580050 |
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{ "first_band": { "type": "alma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 124, "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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