Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2182926.6009 | 2098230.3445 | 84696.2564 | 2087325.894 | 6301465.2444 | -4214139.3504 |
Total P&L (%) | 2182.9266 | 2098.2303 | 84.6963 | 2087.3259 | 6301.4652 | -4214.1394 |
Avg Daily Profit (%) | 0.9679 | 0.9304 | 0.0376 | 0.1369 | 0.1846 | 0 |
Buy And Hold Return (%) | 213.4228 | 213.4228 | 213.4228 | 213.4228 | 213.4228 | 213.4228 |
Max Trade Drawdown | -195754 | -131922 | -120981 | -19364431 | -12141022 | -11667384 |
Profit Factor | 4.0476 | 7.193 | 1.2244 | 1.0415 | 1.2606 | 0.8386 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 36.6667 | 28.8889 | 44.4444 | 36.6667 | 28.8889 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.9912 | 17.7058 | 1.5305 | 1.799 | 3.1031 | 1.0483 |
Largest Winning Trade | 1502667 | 1502667 | 49120 | 9124596 | 9124596 | 4092064 |
Largest Losing Trade | -43716 | -24089 | -43716 | -3860827 | -3860827 | -3793230 |
Avg Bars in Trades | 98 | 91 | 106 | 98 | 91 | 106 |
Avg Bars in Winners | 185 | 201 | 175 | 185 | 201 | 175 |
Avg Bars in Losers | 48 | 46 | 52 | 48 | 46 | 52 |
Bars Traded | 8904 | 4096 | 4808 | 8904 | 4096 | 4808 |
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 | 556675 | 331146 | -309872 | -188568 | -3748 | -581205 |
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{ "first_band": { "type": "alma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 43, "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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