Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547751.0095 | 1464497.0012 | 83254.0084 | 46144645.1625 | 35046412.8211 | 11098232.3415 |
Total P&L (%) | 1547.751 | 1464.497 | 83.254 | 46144.6452 | 35046.4128 | 11098.2323 |
Avg Daily Profit (%) | 0.8292 | 0.7846 | 0.0446 | 0.3293 | 0.3145 | 0.2531 |
Buy And Hold Return (%) | 7667.0092 | 7667.0092 | 7667.0092 | 7667.0092 | 7667.0092 | 7667.0092 |
Max Trade Drawdown | -72927 | -60521 | -97618 | -5380174 | -2631869 | -2748305 |
Profit Factor | 5.37 | 9.6072 | 1.4524 | 3.7863 | 4.9173 | 2.4574 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 42.3729 | 44.8276 | 40 | 42.3729 | 44.8276 | 40 |
Ratio Avg Win / Avg Loss | 7.3032 | 11.8242 | 2.1786 | 5.1493 | 6.0521 | 3.6861 |
Largest Winning Trade | 572424 | 572424 | 63572 | 10536610 | 10536610 | 8562986 |
Largest Losing Trade | -40268 | -40268 | -29371 | -2748305 | -2631869 | -2748305 |
Avg Bars in Trades | 183 | 184 | 183 | 183 | 184 | 183 |
Avg Bars in Winners | 313 | 327 | 299 | 313 | 327 | 299 |
Avg Bars in Losers | 87 | 67 | 106 | 87 | 67 | 106 |
Bars Traded | 10835 | 5336 | 5499 | 10835 | 5336 | 5499 |
Profit Streak | 0 | 225.2308 | 0 | 0 | 225.2308 | 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 | -326986 | -145308 | -300927 | -167072 | 501968 | -17307 |
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{ "first_band": { "type": "alma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "sma", "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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