Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2219836.2819 | 2102907.3803 | 116928.9016 | 115304478.7226 | 133581784.8459 | -18277306.1233 |
Total P&L (%) | 2219.8363 | 2102.9074 | 116.9289 | 115304.4787 | 133581.7848 | -18277.3061 |
Avg Daily Profit (%) | 1.1885 | 1.1259 | 0.0626 | 0.3782 | 0.3861 | 0 |
Buy And Hold Return (%) | 9149.8054 | 9149.8054 | 9149.8054 | 9149.8054 | 9149.8054 | 9149.8054 |
Max Trade Drawdown | -59592 | -44274 | -63368 | -53985997 | -28116336 | -33263321 |
Profit Factor | 9.1691 | 18.5591 | 1.7694 | 2.0459 | 3.8436 | 0.7111 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 39.3443 | 43.3333 | 35.4839 | 39.3443 | 43.3333 | 35.4839 |
Ratio Avg Win / Avg Loss | 14.1357 | 24.2696 | 3.2171 | 3.1541 | 5.0263 | 1.2929 |
Largest Winning Trade | 1275275 | 1275275 | 61642 | 65963881 | 65963881 | 29237683 |
Largest Losing Trade | -24025 | -19554 | -24025 | -12262021 | -11438305 | -12262021 |
Avg Bars in Trades | 118 | 120 | 115 | 118 | 120 | 115 |
Avg Bars in Winners | 224 | 234 | 214 | 224 | 234 | 214 |
Avg Bars in Losers | 48 | 34 | 61 | 48 | 34 | 61 |
Bars Traded | 7200 | 3624 | 3576 | 7200 | 3624 | 3576 |
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 | -314167 | -146440 | -277441 | -156971 | 501675 | -584796 |
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{ "first_band": { "type": "alma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 94, "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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