Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3569726.5587 | 3502260.5798 | 67465.979 | 32906204.6579 | 32017983.1905 | 888221.4675 |
Total P&L (%) | 3569.7266 | 3502.2606 | 67.466 | 32906.2047 | 32017.9832 | 888.2215 |
Avg Daily Profit (%) | 1.9103 | 1.8742 | 0.0361 | 0.3108 | 0.3094 | 0.1227 |
Buy And Hold Return (%) | 8796.062 | 8796.062 | 8796.062 | 8796.062 | 8796.062 | 8796.062 |
Max Trade Drawdown | -229583 | -143795 | -111540 | -23304731 | -15793813 | -13164658 |
Profit Factor | 7.7551 | 14.7002 | 1.2473 | 1.3905 | 1.8254 | 1.0195 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 47.8873 | 45.7143 | 50 | 47.8873 | 45.7143 | 50 |
Ratio Avg Win / Avg Loss | 8.4393 | 17.4565 | 1.2473 | 1.5131 | 2.1676 | 1.0195 |
Largest Winning Trade | 2778642 | 2778642 | 67885 | 11533787 | 11452594 | 11533787 |
Largest Losing Trade | -55363 | -55363 | -35333 | -11566202 | -11566202 | -8731164 |
Avg Bars in Trades | 152 | 157 | 146 | 152 | 157 | 146 |
Avg Bars in Winners | 230 | 262 | 202 | 230 | 262 | 202 |
Avg Bars in Losers | 79 | 68 | 91 | 79 | 68 | 91 |
Bars Traded | 10795 | 5505 | 5290 | 10795 | 5505 | 5290 |
Profit Streak | 0 | 171.0935 | 0 | 0 | 171.0935 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -235218 | -143859 | -310685 | -83818 | 330669 | -393666 |
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{ "first_band": { "type": "alma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 89, "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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