Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2265181.4386 | 2167708.8337 | 97472.6049 | 84457692.2991 | 103429372.1298 | -18971679.8306 |
Total P&L (%) | 2265.1814 | 2167.7088 | 97.4726 | 84457.6923 | 103429.3721 | -18971.6798 |
Avg Daily Profit (%) | 1.2154 | 1.1631 | 0.0523 | 0.3623 | 0.3732 | 0 |
Buy And Hold Return (%) | 9355.5218 | 9355.5218 | 9355.5218 | 9355.5218 | 9355.5218 | 9355.5218 |
Max Trade Drawdown | -59059 | -45369 | -61650 | -42541230 | -22161407 | -27349515 |
Profit Factor | 8.4643 | 16.7302 | 1.5884 | 1.8731 | 3.4916 | 0.6564 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 34.7826 | 38.2353 | 31.4286 | 34.7826 | 38.2353 | 31.4286 |
Ratio Avg Win / Avg Loss | 15.8705 | 27.0257 | 3.4655 | 3.5121 | 5.6403 | 1.4322 |
Largest Winning Trade | 1352095 | 1352095 | 61482 | 52923327 | 52923327 | 22034173 |
Largest Losing Trade | -24025 | -19554 | -24025 | -9724375 | -9071128 | -9724375 |
Avg Bars in Trades | 104 | 106 | 102 | 104 | 106 | 102 |
Avg Bars in Winners | 216 | 233 | 195 | 216 | 233 | 195 |
Avg Bars in Losers | 44 | 27 | 59 | 44 | 27 | 59 |
Bars Traded | 7201 | 3615 | 3586 | 7201 | 3615 | 3586 |
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 | -255918 | -148360 | -293126 | -99215 | 417758 | -586343 |
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{ "first_band": { "type": "alma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 4, "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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