Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1650252.3877 | 1559856.3279 | 90396.0598 | 6615774.1975 | 19607767.2523 | -12991993.0548 |
Total P&L (%) | 1650.2524 | 1559.8563 | 90.3961 | 6615.7742 | 19607.7673 | -12991.9931 |
Avg Daily Profit (%) | 0.907 | 0.8573 | 0.0497 | 0.2315 | 0.2908 | 0 |
Buy And Hold Return (%) | 698.0245 | 698.0245 | 698.0245 | 698.0245 | 698.0245 | 698.0245 |
Max Trade Drawdown | -133321 | -87652 | -105286 | -31922479 | -21927905 | -28845000 |
Profit Factor | 3.5223 | 5.9484 | 1.2666 | 1.0631 | 1.3781 | 0.7549 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 42.5 | 38.3333 | 46.6667 | 42.5 | 38.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.7654 | 9.5691 | 1.4476 | 1.4383 | 2.217 | 0.8627 |
Largest Winning Trade | 1077481 | 1077481 | 66108 | 27699971 | 27699971 | 6158235 |
Largest Losing Trade | -35139 | -35139 | -28827 | -13475430 | -13475430 | -6511390 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 3519 | 1642 | 1877 | 3519 | 1642 | 1877 |
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 | 474790 | -157335 | -462938 | -145136 | -163231 | -751254 |
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{ "first_band": { "type": "alma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 83, "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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