Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1652009.0341 | 1545172.3167 | 106836.7174 | 91641955.6317 | 106303908.0084 | -14661952.3767 |
Total P&L (%) | 1652.009 | 1545.1723 | 106.8367 | 91641.9556 | 106303.908 | -14661.9524 |
Avg Daily Profit (%) | 0.8894 | 0.8319 | 0.0575 | 0.3679 | 0.3759 | 0 |
Buy And Hold Return (%) | 7047.9174 | 7047.9174 | 7047.9174 | 7047.9174 | 7047.9174 | 7047.9174 |
Max Trade Drawdown | -55776 | -29654 | -61341 | -25393423 | -18449087 | -32150984 |
Profit Factor | 5.5365 | 10.2235 | 1.5433 | 1.7071 | 2.9058 | 0.8014 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Profitability (%) | 32.6316 | 36.1702 | 29.1667 | 32.6316 | 36.1702 | 29.1667 |
Ratio Avg Win / Avg Loss | 11.4303 | 18.0415 | 3.7481 | 3.5243 | 5.128 | 1.9463 |
Largest Winning Trade | 571994 | 571994 | 63699 | 55140296 | 55140296 | 23435890 |
Largest Losing Trade | -16256 | -16256 | -14348 | -8586920 | -6204055 | -8586920 |
Avg Bars in Trades | 113 | 114 | 113 | 113 | 114 | 113 |
Avg Bars in Winners | 274 | 275 | 273 | 274 | 275 | 273 |
Avg Bars in Losers | 36 | 23 | 47 | 36 | 23 | 47 |
Bars Traded | 10821 | 5380 | 5441 | 10821 | 5380 | 5441 |
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 | -150846 | -149353 | -290575 | 223442 | 352535 | -589362 |
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{ "first_band": { "type": "alma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 112, "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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