Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7022020.9567 | 294492.0549 | -7316513.0116 | 731608740.4963 | -312439411.8098 | 1044048152.3061 |
Total P&L (%) | -7022.021 | 294.4921 | -7316.513 | 731608.7405 | -312439.4118 | 1044048.1523 |
Avg Daily Profit (%) | -3.105 | 0.1302 | -3.2352 | 0.3942 | 0 | 0.41 |
Buy And Hold Return (%) | 12829.9869 | 12829.9869 | 12829.9869 | 12829.9869 | 12829.9869 | 12829.9869 |
Max Trade Drawdown | -7373279 | -40147 | -7409503 | -746446455 | -533042241 | -365769959 |
Profit Factor | 0.0959 | 3.5618 | 0.0439 | 1.6536 | 0.5464 | 3.4245 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 51 | 26 | 25 | 21 | 11 | 10 |
Losing Trades | 12 | 6 | 6 | 42 | 21 | 21 |
Profitability (%) | 80.9524 | 81.25 | 80.6452 | 33.3333 | 34.375 | 32.2581 |
Ratio Avg Win / Avg Loss | 0.0226 | 0.822 | 0.0105 | 3.3071 | 1.0431 | 7.1916 |
Largest Winning Trade | 51528 | 51528 | 38199 | 876607293 | 149357472 | 876607293 |
Largest Losing Trade | -7373279 | -35304 | -7373279 | -147128828 | -147128828 | -64707164 |
Avg Bars in Trades | 67 | 74 | 60 | 67 | 74 | 60 |
Avg Bars in Winners | 36 | 47 | 25 | 107 | 130 | 80 |
Avg Bars in Losers | 200 | 191 | 209 | 48 | 45 | 51 |
Bars Traded | 4280 | 2391 | 1889 | 4280 | 2391 | 1889 |
Profit Streak | 125.4482 | 125.4482 | 229.9482 | 125.4482 | 125.4482 | 346.4482 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726342 | -175665 | -575510 | -143476 | -583868 | 389014 |
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{ "first_band": { "type": "ema", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 167, "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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