Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1396169.7504 | 1123171.9945 | 272997.7559 | 281471452.0016 | 214450274.8741 | 67021177.1275 |
Total P&L (%) | 1396.1698 | 1123.172 | 272.9978 | 281471.452 | 214450.2749 | 67021.1771 |
Avg Daily Profit (%) | 0.7677 | 0.6176 | 0.1501 | 0.4377 | 0.4227 | 0.3585 |
Buy And Hold Return (%) | 953.6057 | 953.6057 | 953.6057 | 953.6057 | 953.6057 | 953.6057 |
Max Trade Drawdown | -50239 | -48993 | -44061 | -183298584 | -176312225 | -134306015 |
Profit Factor | 3.5662 | 5.1081 | 2.0087 | 1.3088 | 1.4515 | 1.1535 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 44.1558 | 41.5584 | 46.7532 | 44.1558 | 41.5584 | 46.7532 |
Ratio Avg Win / Avg Loss | 4.5102 | 7.1833 | 2.2876 | 1.6553 | 2.0412 | 1.3138 |
Largest Winning Trade | 285375 | 285375 | 63588 | 156923705 | 156923705 | 84294841 |
Largest Losing Trade | -19275 | -14705 | -19275 | -60892156 | -53188931 | -60892156 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 5162 | 2436 | 2726 | 5162 | 2436 | 2726 |
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 | -3225 | -136217 | -197986 | 354690 | -33178 | -85455 |
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{ "first_band": { "type": "alma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 235, "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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