Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2689561.8626 | 2477084.3863 | 212477.4763 | 32634809.9997 | 13006807.6621 | 19628002.3376 |
Total P&L (%) | 2689.5619 | 2477.0844 | 212.4775 | 32634.81 | 13006.8077 | 19628.0023 |
Avg Daily Profit (%) | 1.1648 | 1.0728 | 0.092 | 0.2511 | 0.2114 | 0.2291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74568 | -99497 | -63301 | -20388783 | -12982585 | -8936733 |
Profit Factor | 6.134 | 8.9719 | 1.9969 | 1.6754 | 1.4532 | 2.0003 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 34 | 11 | 23 | 34 | 11 | 23 |
Losing Trades | 73 | 43 | 30 | 73 | 43 | 30 |
Profitability (%) | 31.7757 | 20.3704 | 43.3962 | 31.7757 | 20.3704 | 43.3962 |
Ratio Avg Win / Avg Loss | 13.1701 | 35.072 | 2.6046 | 3.5971 | 5.6808 | 2.609 |
Largest Winning Trade | 1984715 | 1984715 | 78922 | 17687520 | 15863142 | 17687520 |
Largest Losing Trade | -40639 | -26505 | -40639 | -8697550 | -8697550 | -4400355 |
Avg Bars in Trades | 60 | 52 | 68 | 60 | 52 | 68 |
Avg Bars in Winners | 148 | 178 | 135 | 148 | 178 | 135 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 6447 | 2843 | 3604 | 6447 | 2843 | 3604 |
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 | 547497 | -208621 | -248940 | 174445 | -220286 | -170536 |
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{ "first_band": { "type": "alma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 218, "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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