Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1178743.8185 | 1097987.2032 | 80756.6153 | 5127282.4557 | 4393272.1238 | 734010.332 |
Total P&L (%) | 1178.7438 | 1097.9872 | 80.7566 | 5127.2825 | 4393.2721 | 734.0103 |
Avg Daily Profit (%) | 0.6465 | 0.6022 | 0.0443 | 0.2172 | 0.2089 | 0.1164 |
Buy And Hold Return (%) | 762.9174 | 762.9174 | 762.9174 | 762.9174 | 762.9174 | 762.9174 |
Max Trade Drawdown | -69686 | -61161 | -77112 | -2710137 | -1960369 | -1521352 |
Profit Factor | 4.0944 | 7.7224 | 1.3711 | 1.5773 | 1.9688 | 1.1689 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 44.6154 | 46.875 | 42.4242 | 44.6154 | 46.875 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.0826 | 8.7521 | 1.8608 | 1.9581 | 2.2313 | 1.5863 |
Largest Winning Trade | 478326 | 478326 | 72705 | 4390741 | 4390741 | 1803494 |
Largest Losing Trade | -57476 | -21597 | -57476 | -1248125 | -954539 | -1248125 |
Avg Bars in Trades | 108 | 101 | 116 | 108 | 101 | 116 |
Avg Bars in Winners | 163 | 146 | 182 | 163 | 146 | 182 |
Avg Bars in Losers | 64 | 60 | 68 | 64 | 60 | 68 |
Bars Traded | 7080 | 3236 | 3844 | 7080 | 3236 | 3844 |
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 | -129308 | -10383 | -300868 | -127483 | 352032 | -239586 |
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{ "first_band": { "type": "alma", "factors": { "length": 34, "offset": 111 } }, "second_band": { "type": "sma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 34, "offset": 111 } }, "second_band": { "type": "sma", "factors": { "length": 24, "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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