Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1805170.3319 | 1627289.7334 | 177880.5985 | 26677020.7241 | 17869307.73 | 8807712.9941 |
Total P&L (%) | 1805.1703 | 1627.2897 | 177.8806 | 26677.0207 | 17869.3077 | 8807.713 |
Avg Daily Profit (%) | 0.9701 | 0.8745 | 0.0956 | 0.3009 | 0.2794 | 0.2416 |
Buy And Hold Return (%) | 96.9215 | 96.9215 | 96.9215 | 96.9215 | 96.9215 | 96.9215 |
Max Trade Drawdown | -44422 | -49677 | -64043 | -9520064 | -10333619 | -9754408 |
Profit Factor | 6.3914 | 11.193 | 2.0154 | 1.6294 | 1.7435 | 1.48 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 44.8276 | 41.3793 | 48.2759 |
Ratio Avg Win / Avg Loss | 7.8664 | 15.8567 | 2.1594 | 2.0054 | 2.4699 | 1.5857 |
Largest Winning Trade | 1291147 | 1291147 | 76074 | 14797135 | 14797135 | 12327007 |
Largest Losing Trade | -24602 | -19303 | -24602 | -5971157 | -5971157 | -5698609 |
Avg Bars in Trades | 121 | 120 | 122 | 121 | 120 | 122 |
Avg Bars in Winners | 220 | 220 | 220 | 220 | 220 | 220 |
Avg Bars in Losers | 41 | 50 | 30 | 41 | 50 | 30 |
Bars Traded | 7043 | 3502 | 3541 | 7043 | 3502 | 3541 |
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 | -159669 | 660648 | -70227 | -169526 | 310094 | 358645 |
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{ "first_band": { "type": "alma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 30, "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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