Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2765435.1411 | 2723731.5136 | 41703.6275 | 27358913.348 | 41675421.0984 | -14316507.7504 |
Total P&L (%) | 2765.4351 | 2723.7315 | 41.7036 | 27358.9133 | 41675.4211 | -14316.5078 |
Avg Daily Profit (%) | 1.222 | 1.2036 | 0.0184 | 0.2484 | 0.267 | 0 |
Buy And Hold Return (%) | 9760.3944 | 9760.3944 | 9760.3944 | 9760.3944 | 9760.3944 | 9760.3944 |
Max Trade Drawdown | -67384 | -62621 | -62493 | -30695582 | -16326891 | -26325003 |
Profit Factor | 7.9953 | 13.8518 | 1.2274 | 1.2813 | 1.8467 | 0.7021 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50.7937 | 51.6129 | 50 | 50.7937 | 51.6129 | 50 |
Ratio Avg Win / Avg Loss | 7.7455 | 12.9861 | 1.2274 | 1.2412 | 1.7313 | 0.7021 |
Largest Winning Trade | 1972383 | 1972383 | 54821 | 33995279 | 33995279 | 7094241 |
Largest Losing Trade | -40911 | -40911 | -29740 | -16326891 | -16326891 | -14368690 |
Avg Bars in Trades | 211 | 219 | 204 | 211 | 219 | 204 |
Avg Bars in Winners | 287 | 293 | 282 | 287 | 293 | 282 |
Avg Bars in Losers | 133 | 141 | 126 | 133 | 141 | 126 |
Bars Traded | 13352 | 6817 | 6535 | 13352 | 6817 | 6535 |
Profit Streak | 0 | 223.7806 | 0 | 0 | 223.7806 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -294614 | -142207 | -334405 | -145761 | 419708 | -580810 |
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{ "first_band": { "type": "alma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 146, "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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