Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2578034.3098 | 2499595.3982 | 78438.9116 | 36533906.1008 | 27557838.1678 | 8976067.933 |
Total P&L (%) | 2578.0343 | 2499.5954 | 78.4389 | 36533.9061 | 27557.8382 | 8976.0679 |
Avg Daily Profit (%) | 1.3839 | 1.3418 | 0.0421 | 0.3174 | 0.3023 | 0.2423 |
Buy And Hold Return (%) | 8029.425 | 8029.425 | 8029.425 | 8029.425 | 8029.425 | 8029.425 |
Max Trade Drawdown | -190790 | -129074 | -95321 | -11678991 | -10237425 | -5504997 |
Profit Factor | 7.4925 | 13.6957 | 1.3918 | 2.2124 | 2.9225 | 1.5682 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 52.381 | 51.6129 | 53.125 | 52.381 | 51.6129 | 53.125 |
Ratio Avg Win / Avg Loss | 6.8114 | 12.8398 | 1.2281 | 2.0113 | 2.7398 | 1.3837 |
Largest Winning Trade | 1741240 | 1741240 | 66888 | 6470273 | 6470273 | 6419979 |
Largest Losing Trade | -56370 | -56370 | -29714 | -3812518 | -3629687 | -3812518 |
Avg Bars in Trades | 171 | 173 | 169 | 171 | 173 | 169 |
Avg Bars in Winners | 251 | 269 | 234 | 251 | 269 | 234 |
Avg Bars in Losers | 83 | 70 | 95 | 83 | 70 | 95 |
Bars Traded | 10793 | 5370 | 5423 | 10793 | 5370 | 5423 |
Profit Streak | 0 | 381.1888 | 0 | 0 | 381.1888 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -294267 | -142064 | -301423 | -139173 | 479310 | -118604 |
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{ "first_band": { "type": "alma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 114, "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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