Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13159284.284 | 13031418.626 | 127865.6581 | 100711136.8724 | 75136262.8961 | 25574873.9763 |
Total P&L (%) | 13159.2843 | 13031.4186 | 127.8657 | 100711.1369 | 75136.2629 | 25574.874 |
Avg Daily Profit (%) | 5.822 | 5.7655 | 0.0566 | 0.3064 | 0.2935 | 0.2458 |
Buy And Hold Return (%) | 8665.5323 | 8665.5323 | 8665.5323 | 8665.5323 | 8665.5323 | 8665.5323 |
Max Trade Drawdown | -45776 | -63675 | -28093 | -30400240 | -22800295 | -11124839 |
Profit Factor | 44.1338 | 69.5376 | 2.1124 | 2.1886 | 2.4739 | 1.7578 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 52.1127 | 45.7143 | 58.3333 | 52.1127 | 45.7143 | 58.3333 |
Ratio Avg Win / Avg Loss | 40.5554 | 82.5758 | 1.5089 | 2.0112 | 2.9377 | 1.2555 |
Largest Winning Trade | 12756992 | 12756992 | 46573 | 70511323 | 70511323 | 26666155 |
Largest Losing Trade | -27266 | -21870 | -27266 | -20908392 | -20908392 | -11124839 |
Avg Bars in Trades | 121 | 153 | 90 | 121 | 153 | 90 |
Avg Bars in Winners | 161 | 219 | 117 | 161 | 219 | 117 |
Avg Bars in Losers | 78 | 98 | 52 | 78 | 98 | 52 |
Bars Traded | 8623 | 5373 | 3250 | 8623 | 5373 | 3250 |
Profit Streak | 141.9354 | 158.9354 | 141.9354 | 141.9354 | 158.9354 | 141.9354 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75390 | 488302 | -277489 | -76652 | 462238 | 329245 |
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{ "first_band": { "type": "alma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 38, "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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