Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1368285.092 | 1323893.8596 | 44391.2324 | 24657177.5465 | 20878472.8414 | 3778704.7051 |
Total P&L (%) | 1368.2851 | 1323.8939 | 44.3912 | 24657.1775 | 20878.4728 | 3778.7047 |
Avg Daily Profit (%) | 0.7366 | 0.7127 | 0.0239 | 0.2971 | 0.2882 | 0.1971 |
Buy And Hold Return (%) | 8336.097 | 8336.097 | 8336.097 | 8336.097 | 8336.097 | 8336.097 |
Max Trade Drawdown | -125807 | -99081 | -88532 | -4405025 | -3372817 | -4388468 |
Profit Factor | 4.2924 | 8.7069 | 1.1821 | 2.5059 | 5.6374 | 1.3183 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 56.25 | 62.5 | 50 | 56.25 | 62.5 | 50 |
Ratio Avg Win / Avg Loss | 3.3385 | 5.2241 | 1.1821 | 1.949 | 3.3825 | 1.3183 |
Largest Winning Trade | 577912 | 577912 | 63535 | 4891290 | 4206360 | 4891290 |
Largest Losing Trade | -55888 | -55888 | -36795 | -4388468 | -1800003 | -4388468 |
Avg Bars in Trades | 83 | 93 | 74 | 83 | 93 | 74 |
Avg Bars in Winners | 114 | 127 | 97 | 114 | 127 | 97 |
Avg Bars in Losers | 44 | 35 | 51 | 44 | 35 | 51 |
Bars Traded | 5354 | 2978 | 2376 | 5354 | 2978 | 2376 |
Profit Streak | 0 | 371.7839 | 0 | 0 | 371.7839 | 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 | -288567 | -141861 | -347002 | -132193 | 592960 | -157601 |
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{ "first_band": { "type": "alma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 127, "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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