Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2256827.6091 | 2170516.9715 | 86310.6376 | 66254809.1261 | 72146181.7349 | -5891372.6087 |
Total P&L (%) | 2256.8276 | 2170.517 | 86.3106 | 66254.8091 | 72146.1817 | -5891.3726 |
Avg Daily Profit (%) | 1.2127 | 1.1663 | 0.0464 | 0.3498 | 0.3543 | 0 |
Buy And Hold Return (%) | 8850.0729 | 8850.0729 | 8850.0729 | 8850.0729 | 8850.0729 | 8850.0729 |
Max Trade Drawdown | -66916 | -64531 | -53841 | -23796639 | -11246185 | -16260963 |
Profit Factor | 8.3166 | 15.8115 | 1.5331 | 2.2048 | 4.3677 | 0.8245 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Losing Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Profitability (%) | 38.4615 | 46.875 | 30.303 | 38.4615 | 46.875 | 30.303 |
Ratio Avg Win / Avg Loss | 13.3066 | 17.9197 | 3.5261 | 3.5277 | 4.9501 | 1.8963 |
Largest Winning Trade | 1402392 | 1402392 | 61861 | 33100846 | 33100846 | 17153727 |
Largest Losing Trade | -20822 | -20822 | -19681 | -4687786 | -4687786 | -4620562 |
Avg Bars in Trades | 83 | 84 | 81 | 83 | 84 | 81 |
Avg Bars in Winners | 154 | 150 | 160 | 154 | 150 | 160 |
Avg Bars in Losers | 38 | 26 | 47 | 38 | 26 | 47 |
Bars Traded | 5402 | 2710 | 2692 | 5402 | 2710 | 2692 |
Profit Streak | 0 | 151.6882 | 0 | 0 | 151.6882 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -284490 | -143661 | -301810 | -127251 | 604532 | -585684 |
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{ "first_band": { "type": "alma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 5, "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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