Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806022.7387 | 653368.5132 | 152654.2255 | 1073436.1954 | 1141021.8089 | -67585.6135 |
Total P&L (%) | 806.0227 | 653.3685 | 152.6542 | 1073.4362 | 1141.0218 | -67.5856 |
Avg Daily Profit (%) | 0.3343 | 0.271 | 0.0633 | 0.1022 | 0.1045 | -0.0467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90969 | -65899 | -171069 | -1194427 | -712290 | -1265065 |
Profit Factor | 2.3809 | 3.2266 | 1.5259 | 1.2166 | 1.4709 | 0.9733 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 56.0976 | 51.2195 | 60.9756 | 56.0976 | 51.2195 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.8633 | 3.0729 | 0.9766 | 0.9521 | 1.4009 | 0.6229 |
Largest Winning Trade | 419303 | 419303 | 41973 | 755916 | 755916 | 345263 |
Largest Losing Trade | -71352 | -38255 | -71352 | -837532 | -409650 | -837532 |
Avg Bars in Trades | 85 | 103 | 67 | 85 | 103 | 67 |
Avg Bars in Winners | 84 | 104 | 66 | 84 | 104 | 66 |
Avg Bars in Losers | 87 | 102 | 68 | 87 | 102 | 68 |
Bars Traded | 7013 | 4240 | 2773 | 7013 | 4240 | 2773 |
Profit Streak | 214.9681 | 214.9681 | 299.9681 | 214.9681 | 214.9681 | 299.9681 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 258873 | 589089 | -105751 | -64778 | -50375 | -577929 |
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{ "first_band": { "type": "alma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 130, "offset": 59 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 130, "offset": 59 } } }
# | 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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