Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1531003.312 | 1471150.1609 | 59853.1512 | 47307777.3353 | 58995710.0826 | -11687932.7472 |
Total P&L (%) | 1531.0033 | 1471.1502 | 59.8532 | 47307.7773 | 58995.7101 | -11687.9327 |
Avg Daily Profit (%) | 0.825 | 0.7928 | 0.0323 | 0.3326 | 0.3445 | 0 |
Buy And Hold Return (%) | 8399.9606 | 8399.9606 | 8399.9606 | 8399.9606 | 8399.9606 | 8399.9606 |
Max Trade Drawdown | -41751 | -40248 | -58751 | -16149919 | -8914587 | -18564285 |
Profit Factor | 5.2282 | 10.2048 | 1.2959 | 1.7267 | 3.2214 | 0.6968 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 30.9524 | 33.3333 | 28.5714 | 30.9524 | 33.3333 | 28.5714 |
Ratio Avg Win / Avg Loss | 11.6628 | 20.4096 | 3.2398 | 3.8518 | 6.4429 | 1.7419 |
Largest Winning Trade | 561215 | 561215 | 62684 | 32275228 | 32275228 | 11465324 |
Largest Losing Trade | -26279 | -17989 | -26279 | -5888774 | -3310538 | -5888774 |
Avg Bars in Trades | 82 | 85 | 80 | 82 | 85 | 80 |
Avg Bars in Winners | 203 | 214 | 191 | 203 | 214 | 191 |
Avg Bars in Losers | 28 | 20 | 35 | 28 | 20 | 35 |
Bars Traded | 6962 | 3591 | 3371 | 6962 | 3591 | 3371 |
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 | -151810 | -150583 | -328440 | 156547 | 323706 | -592031 |
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{ "first_band": { "type": "alma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 238, "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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