Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068328.2368 | 1089736.6824 | -21408.4456 | 687120.0749 | 1210134.8892 | -523014.8143 |
Total P&L (%) | 1068.3282 | 1089.7367 | -21.4084 | 687.1201 | 1210.1349 | -523.0148 |
Avg Daily Profit (%) | 0.5893 | 0.6011 | -0.0118 | 0.1139 | 0.142 | 0 |
Buy And Hold Return (%) | 593.6986 | 593.6986 | 593.6986 | 593.6986 | 593.6986 | 593.6986 |
Max Trade Drawdown | -217037 | -119769 | -134930 | -1026811 | -345929 | -768500 |
Profit Factor | 3.0491 | 5.3101 | 0.9203 | 1.3506 | 2.4774 | 0.5416 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 38.9831 | 41.3793 | 36.6667 | 38.9831 | 41.3793 | 36.6667 |
Ratio Avg Win / Avg Loss | 4.7725 | 7.5226 | 1.5896 | 2.1139 | 3.5097 | 0.9355 |
Largest Winning Trade | 609302 | 609302 | 70797 | 869671 | 869671 | 258174 |
Largest Losing Trade | -30506 | -30276 | -30506 | -342661 | -134753 | -342661 |
Avg Bars in Trades | 178 | 165 | 190 | 178 | 165 | 190 |
Avg Bars in Winners | 329 | 308 | 351 | 329 | 308 | 351 |
Avg Bars in Losers | 82 | 65 | 97 | 82 | 65 | 97 |
Bars Traded | 10523 | 4812 | 5711 | 10523 | 4812 | 5711 |
Profit Streak | 0 | 403.8148 | 0 | 0 | 403.8148 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175097 | 340354 | -583232 | -339935 | -6992 | -586010 |
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{ "first_band": { "type": "alma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 20, "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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