Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1986646.7006 | 1924967.7055 | 61678.995 | 34763027.8315 | 43165214.5047 | -8402186.6733 |
Total P&L (%) | 1986.6467 | 1924.9677 | 61.679 | 34763.0278 | 43165.2145 | -8402.1867 |
Avg Daily Profit (%) | 1.0685 | 1.0353 | 0.0332 | 0.3153 | 0.327 | 0 |
Buy And Hold Return (%) | 7810.3844 | 7810.3844 | 7810.3844 | 7810.3844 | 7810.3844 | 7810.3844 |
Max Trade Drawdown | -63497 | -53541 | -71784 | -21683405 | -10702493 | -15855521 |
Profit Factor | 7.4651 | 14.3014 | 1.3794 | 1.7889 | 3.2118 | 0.6577 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 35 | 36.6667 | 33.3333 | 35 | 36.6667 | 33.3333 |
Ratio Avg Win / Avg Loss | 13.8638 | 24.7024 | 2.7588 | 3.3222 | 5.5476 | 1.3155 |
Largest Winning Trade | 1184025 | 1184025 | 60947 | 26154471 | 26154471 | 9833902 |
Largest Losing Trade | -25686 | -20918 | -25686 | -4552340 | -3928923 | -4552340 |
Avg Bars in Trades | 84 | 86 | 82 | 84 | 86 | 82 |
Avg Bars in Winners | 175 | 190 | 157 | 175 | 190 | 157 |
Avg Bars in Losers | 36 | 26 | 45 | 36 | 26 | 45 |
Bars Traded | 5088 | 2604 | 2484 | 5088 | 2604 | 2484 |
Profit Streak | 93.6275 | 0 | 93.9608 | 93.6275 | 0 | 93.9608 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -322902 | -149112 | -318642 | -168456 | 325690 | -585081 |
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{ "first_band": { "type": "alma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 145, "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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