Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10120344.5328 | 225185.5769 | -10345530.1097 | 328663531.1519 | -311247653.6931 | 639911184.8451 |
Total P&L (%) | -10120.3445 | 225.1856 | -10345.5301 | 328663.5312 | -311247.6537 | 639911.1848 |
Avg Daily Profit (%) | -4.4794 | 0.0997 | -4.579 | 0.3591 | 0 | 0.3887 |
Buy And Hold Return (%) | 10181.6189 | 10181.6189 | 10181.6189 | 10181.6189 | 10181.6189 | 10181.6189 |
Max Trade Drawdown | -10366657 | -51752 | -10399098 | -552137125 | -434851095 | -356906609 |
Profit Factor | 0.0632 | 2.555 | 0.0293 | 1.2974 | 0.5179 | 2.3931 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 72 | 37 | 35 | 26 | 13 | 13 |
Losing Trades | 9 | 4 | 5 | 55 | 28 | 27 |
Profitability (%) | 88.8889 | 90.2439 | 87.5 | 32.0988 | 31.7073 | 32.5 |
Ratio Avg Win / Avg Loss | 0.0079 | 0.2762 | 0.0042 | 2.7446 | 1.1155 | 4.9704 |
Largest Winning Trade | 56999 | 56999 | 29074 | 667425235 | 95270345 | 667425235 |
Largest Losing Trade | -10366657 | -51304 | -10366657 | -222886266 | -222886266 | -71153615 |
Avg Bars in Trades | 79 | 85 | 72 | 79 | 85 | 72 |
Avg Bars in Winners | 47 | 56 | 38 | 134 | 142 | 126 |
Avg Bars in Losers | 330 | 351 | 314 | 52 | 58 | 46 |
Bars Traded | 6402 | 3490 | 2912 | 6402 | 3490 | 2912 |
Profit Streak | 125.2818 | 125.2818 | 240.9485 | 125.2818 | 125.2818 | 343.9485 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591065 | -218111 | -574777 | -11703 | -585623 | 316634 |
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{ "first_band": { "type": "ema", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 211, "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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