Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2559412.3994 | 2402274.5225 | 157137.8769 | 6757011.0294 | 3129712.6168 | 3627298.4125 |
Total P&L (%) | 2559.4124 | 2402.2745 | 157.1379 | 6757.011 | 3129.7126 | 3627.2984 |
Avg Daily Profit (%) | 1.104 | 1.0362 | 0.0678 | 0.1825 | 0.15 | 0.1562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107009 | -121025 | -57149 | -5844477 | -5352326 | -2170864 |
Profit Factor | 5.4564 | 8.2406 | 1.6479 | 1.3611 | 1.254 | 1.5677 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 54.7368 | 47.9167 | 61.7021 | 54.7368 | 47.9167 | 61.7021 |
Ratio Avg Win / Avg Loss | 4.512 | 8.9572 | 1.0228 | 1.1256 | 1.3631 | 0.9731 |
Largest Winning Trade | 2136708 | 2136708 | 76693 | 4929138 | 4929138 | 1670577 |
Largest Losing Trade | -39874 | -39874 | -33675 | -2322887 | -2322887 | -1759709 |
Avg Bars in Trades | 67 | 53 | 81 | 67 | 53 | 81 |
Avg Bars in Winners | 90 | 82 | 98 | 90 | 82 | 98 |
Avg Bars in Losers | 38 | 26 | 54 | 38 | 26 | 54 |
Bars Traded | 6376 | 2556 | 3820 | 6376 | 2556 | 3820 |
Profit Streak | 0 | 0 | 144.2426 | 0 | 0 | 144.2426 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 807363 | 762401 | -97347 | 331676 | 240906 | 388463 |
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{ "first_band": { "type": "ema", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 23, "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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