Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1905409.8363 | 1704989.5374 | 200420.2989 | 44784441.7866 | 27575379.4667 | 17209062.3198 |
Total P&L (%) | 1905.4098 | 1704.9895 | 200.4203 | 44784.4418 | 27575.3795 | 17209.0623 |
Avg Daily Profit (%) | 1.0319 | 0.9234 | 0.1085 | 0.3313 | 0.305 | 0.2795 |
Buy And Hold Return (%) | 136.1631 | 136.1631 | 136.1631 | 136.1631 | 136.1631 | 136.1631 |
Max Trade Drawdown | -45797 | -41975 | -49071 | -20642664 | -15334419 | -9703884 |
Profit Factor | 6.9215 | 11.1242 | 2.3068 | 1.6407 | 1.6928 | 1.5717 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 39.1892 | 40.5405 | 37.8378 | 39.1892 | 40.5405 | 37.8378 |
Ratio Avg Win / Avg Loss | 10.7402 | 16.3155 | 3.7897 | 2.5458 | 2.4828 | 2.5821 |
Largest Winning Trade | 1323455 | 1323455 | 76861 | 23075464 | 22713656 | 23075464 |
Largest Losing Trade | -19889 | -19303 | -19889 | -10323338 | -10323338 | -3744200 |
Avg Bars in Trades | 95 | 94 | 95 | 95 | 94 | 95 |
Avg Bars in Winners | 204 | 192 | 216 | 204 | 192 | 216 |
Avg Bars in Losers | 24 | 28 | 21 | 24 | 28 | 21 |
Bars Traded | 7049 | 3511 | 3538 | 7049 | 3511 | 3538 |
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 | -51086 | 652612 | -67377 | -60715 | 304895 | 246539 |
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{ "first_band": { "type": "alma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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