Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2672906.7163 | 2582881.6151 | 90025.1012 | 48889876.6061 | 36682846.4381 | 12207030.168 |
Total P&L (%) | 2672.9067 | 2582.8816 | 90.0251 | 48889.8766 | 36682.8464 | 12207.0302 |
Avg Daily Profit (%) | 1.1736 | 1.1341 | 0.0395 | 0.2723 | 0.2597 | 0.2115 |
Buy And Hold Return (%) | 7931.515 | 7931.515 | 7931.515 | 7931.515 | 7931.515 | 7931.515 |
Max Trade Drawdown | -70616 | -80106 | -37155 | -13594931 | -17929476 | -7246731 |
Profit Factor | 7.3766 | 10.9019 | 1.5686 | 1.6828 | 1.7596 | 1.5237 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 48.4211 | 44.6809 | 52.0833 | 48.4211 | 44.6809 | 52.0833 |
Ratio Avg Win / Avg Loss | 7.8577 | 13.4976 | 1.4431 | 1.7926 | 2.1786 | 1.4018 |
Largest Winning Trade | 1888980 | 1888980 | 33955 | 35857102 | 35857102 | 12003483 |
Largest Losing Trade | -22712 | -22702 | -22712 | -11570711 | -11570711 | -5440389 |
Avg Bars in Trades | 140 | 194 | 87 | 140 | 194 | 87 |
Avg Bars in Winners | 187 | 275 | 113 | 187 | 275 | 113 |
Avg Bars in Losers | 96 | 128 | 59 | 96 | 128 | 59 |
Bars Traded | 13336 | 9118 | 4218 | 13336 | 9118 | 4218 |
Profit Streak | 0 | 167.1376 | 0 | 0 | 167.1376 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144120 | -144813 | -303796 | 393337 | 331110 | -15 |
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{ "first_band": { "type": "alma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 65, "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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