Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -876309.3487 | 145171.0136 | -1021480.3623 | -3786763.4042 | -19987250.6648 | 16200487.2606 |
Total P&L (%) | -876.3093 | 145.171 | -1021.4804 | -3786.7634 | -19987.2507 | 16200.4873 |
Avg Daily Profit (%) | -0.4812 | 0.0797 | -0.5609 | 0 | 0 | 0.2801 |
Buy And Hold Return (%) | 615.1538 | 615.1538 | 615.1538 | 615.1538 | 615.1538 | 615.1538 |
Max Trade Drawdown | -1082182 | -161327 | -1126806 | -36715189 | -27910846 | -10782066 |
Profit Factor | 0.4757 | 1.4891 | 0.2568 | 0.9435 | 0.4865 | 1.5776 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 53 | 28 | 25 | 30 | 14 | 16 |
Losing Trades | 24 | 11 | 13 | 47 | 25 | 22 |
Profitability (%) | 68.8312 | 71.7949 | 65.7895 | 38.961 | 35.8974 | 42.1053 |
Ratio Avg Win / Avg Loss | 0.2154 | 0.585 | 0.1336 | 1.4781 | 0.8688 | 2.1692 |
Largest Winning Trade | 86626 | 86626 | 50549 | 30538568 | 6213469 | 30538568 |
Largest Losing Trade | -615419 | -75266 | -615419 | -24859182 | -24859182 | -7301155 |
Avg Bars in Trades | 278 | 286 | 269 | 278 | 286 | 269 |
Avg Bars in Winners | 157 | 165 | 147 | 286 | 299 | 273 |
Avg Bars in Losers | 545 | 594 | 505 | 273 | 278 | 266 |
Bars Traded | 21426 | 11172 | 10254 | 21426 | 11172 | 10254 |
Profit Streak | 37.3293 | 171.996 | 37.3293 | 0 | 0 | 0 |
Trades During Streak | 5 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -622800 | -248432 | -577728 | -629681 | -586241 | 308043 |
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{ "first_band": { "type": "ema", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 109, "offset": 206 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 109, "offset": 206 } } }
# | 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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