Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1442981.3521 | 1335975.0713 | 107006.2808 | 7019129.3584 | 9587647.8657 | -2568518.5073 |
Total P&L (%) | 1442.9814 | 1335.9751 | 107.0063 | 7019.1294 | 9587.6479 | -2568.5185 |
Avg Daily Profit (%) | 0.7908 | 0.7322 | 0.0586 | 0.234 | 0.251 | 0 |
Buy And Hold Return (%) | 672.9334 | 672.9334 | 672.9334 | 672.9334 | 672.9334 | 672.9334 |
Max Trade Drawdown | -94225 | -63730 | -53868 | -14145779 | -10863963 | -6064533 |
Profit Factor | 4.2034 | 6.653 | 1.4998 | 1.1789 | 1.4704 | 0.8637 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 36.1345 | 28.8136 | 43.3333 | 36.1345 | 28.8136 | 43.3333 |
Ratio Avg Win / Avg Loss | 7.4294 | 16.4367 | 1.9612 | 2.0837 | 3.6327 | 1.1295 |
Largest Winning Trade | 739765 | 739765 | 66758 | 10610369 | 10610369 | 3747969 |
Largest Losing Trade | -28074 | -21729 | -28074 | -4317058 | -4317058 | -1928157 |
Avg Bars in Trades | 87 | 74 | 100 | 87 | 74 | 100 |
Avg Bars in Winners | 177 | 172 | 181 | 177 | 172 | 181 |
Avg Bars in Losers | 36 | 35 | 38 | 36 | 35 | 38 |
Bars Traded | 10447 | 4424 | 6023 | 10447 | 4424 | 6023 |
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 | 334627 | -175837 | -449749 | -19346 | -179255 | -750884 |
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{ "first_band": { "type": "rma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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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