Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309405.7738 | 897021.0515 | -587615.2777 | 28529174.5868 | 22252291.075 | 6276883.5118 |
Total P&L (%) | 309.4058 | 897.0211 | -587.6153 | 28529.1746 | 22252.2911 | 6276.8835 |
Avg Daily Profit (%) | 0.1361 | 0.3947 | -0.2586 | 0.2492 | 0.2383 | 0.183 |
Buy And Hold Return (%) | 9511.3854 | 9511.3854 | 9511.3854 | 9511.3854 | 9511.3854 | 9511.3854 |
Max Trade Drawdown | -780918 | -42933 | -844313 | -13442321 | -12561821 | -10876283 |
Profit Factor | 1.2628 | 5.0846 | 0.3864 | 1.9104 | 2.2743 | 1.4524 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 37 | 16 | 21 | 39 | 17 | 22 |
Losing Trades | 24 | 14 | 10 | 22 | 13 | 9 |
Profitability (%) | 60.6557 | 53.3333 | 67.7419 | 63.9344 | 56.6667 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.8191 | 4.449 | 0.184 | 1.0777 | 1.7392 | 0.5942 |
Largest Winning Trade | 338636 | 338636 | 46643 | 21514722 | 21514722 | 8527985 |
Largest Losing Trade | -574106 | -34035 | -574106 | -10876283 | -6623087 | -10876283 |
Avg Bars in Trades | 104 | 123 | 86 | 104 | 123 | 86 |
Avg Bars in Winners | 126 | 161 | 100 | 125 | 156 | 102 |
Avg Bars in Losers | 71 | 81 | 58 | 67 | 80 | 49 |
Bars Traded | 6401 | 3711 | 2690 | 6401 | 3711 | 2690 |
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 | -343489 | -147834 | -578518 | -156330 | 319899 | -155858 |
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{ "first_band": { "type": "alma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 188, "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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