Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2948467.2815 | 2733131.9973 | 215335.2842 | 742003697.6693 | 390844783.7117 | 351158913.9576 |
Total P&L (%) | 2948.4673 | 2733.132 | 215.3353 | 742003.6977 | 390844.7837 | 351158.914 |
Avg Daily Profit (%) | 1.2905 | 1.1963 | 0.0942 | 0.3908 | 0.3627 | 0.358 |
Buy And Hold Return (%) | 9574.5278 | 9574.5278 | 9574.5278 | 9574.5278 | 9574.5278 | 9574.5278 |
Max Trade Drawdown | -76741 | -60524 | -44631 | -46188386 | -60935605 | -8013294 |
Profit Factor | 8.925 | 14.0045 | 2.3302 | 7.5175 | 5.176 | 18.3375 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 51.8519 | 50 | 53.6585 | 51.8519 | 50 | 53.6585 |
Ratio Avg Win / Avg Loss | 8.2875 | 14.0045 | 2.0125 | 6.9806 | 5.176 | 15.8369 |
Largest Winning Trade | 1804353 | 1804353 | 36200 | 212432255 | 212432255 | 124923675 |
Largest Losing Trade | -32518 | -32518 | -26989 | -46188386 | -46188386 | -7654476 |
Avg Bars in Trades | 107 | 148 | 68 | 107 | 148 | 68 |
Avg Bars in Winners | 138 | 190 | 91 | 138 | 190 | 91 |
Avg Bars in Losers | 75 | 106 | 41 | 75 | 106 | 41 |
Bars Traded | 8742 | 5952 | 2790 | 8742 | 5952 | 2790 |
Profit Streak | 123.0598 | 123.0598 | 374.3098 | 123.0598 | 123.0598 | 374.3098 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158343 | -143145 | -226610 | 126400 | 646055 | 712341 |
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{ "first_band": { "type": "alma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 214, "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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