Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1531593.1325 | 1469143.0013 | 62450.1312 | 50262179.4213 | 61451992.2712 | -11189812.8499 |
Total P&L (%) | 1531.5931 | 1469.143 | 62.4501 | 50262.1794 | 61451.9923 | -11189.8129 |
Avg Daily Profit (%) | 0.823 | 0.7894 | 0.0336 | 0.3349 | 0.3457 | 0 |
Buy And Hold Return (%) | 8097.5936 | 8097.5936 | 8097.5936 | 8097.5936 | 8097.5936 | 8097.5936 |
Max Trade Drawdown | -42665 | -41768 | -58623 | -14597248 | -6961301 | -19144331 |
Profit Factor | 5.2801 | 10.4053 | 1.3097 | 1.7511 | 3.372 | 0.7272 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 34.1463 | 36.5854 | 31.7073 | 34.1463 | 36.5854 | 31.7073 |
Ratio Avg Win / Avg Loss | 10.183 | 18.0359 | 2.8209 | 3.3771 | 5.8448 | 1.5662 |
Largest Winning Trade | 561215 | 561215 | 63405 | 32420242 | 32420242 | 12535159 |
Largest Losing Trade | -26279 | -17989 | -26279 | -6762393 | -3207506 | -6762393 |
Avg Bars in Trades | 84 | 87 | 82 | 84 | 87 | 82 |
Avg Bars in Winners | 195 | 199 | 189 | 195 | 199 | 189 |
Avg Bars in Losers | 27 | 22 | 32 | 27 | 22 | 32 |
Bars Traded | 6962 | 3588 | 3374 | 6962 | 3588 | 3374 |
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 | -159534 | -149354 | -319665 | -2961 | 379799 | -585078 |
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{ "first_band": { "type": "alma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 199, "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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