Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2997971.6703 | 2763560.3423 | 234411.328 | 13995053.0526 | -6447515.4248 | 20442568.4774 |
Total P&L (%) | 2997.9717 | 2763.5603 | 234.4113 | 13995.0531 | -6447.5154 | 20442.5685 |
Avg Daily Profit (%) | 1.29 | 1.1891 | 0.1009 | 0.2132 | 0 | 0.2294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138537 | -118526 | -77459 | -36661773 | -30317046 | -16243779 |
Profit Factor | 5.2605 | 7.9825 | 1.7614 | 1.1392 | 0.897 | 1.5393 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 40.3846 | 32.6923 | 48.0769 | 40.3846 | 32.6923 | 48.0769 |
Ratio Avg Win / Avg Loss | 7.7655 | 16.4346 | 1.9023 | 1.6817 | 1.8468 | 1.6624 |
Largest Winning Trade | 2397400 | 2397400 | 79193 | 19616919 | 19616919 | 10703156 |
Largest Losing Trade | -31271 | -29374 | -31271 | -9274731 | -9274731 | -5020901 |
Avg Bars in Trades | 87 | 79 | 95 | 87 | 79 | 95 |
Avg Bars in Winners | 145 | 156 | 137 | 145 | 156 | 137 |
Avg Bars in Losers | 48 | 42 | 57 | 48 | 42 | 57 |
Bars Traded | 9112 | 4127 | 4985 | 9112 | 4127 | 4985 |
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 | 652128 | -165031 | -235783 | -61586 | -765064 | -169857 |
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{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "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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