Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2073857.2409 | 2024901.6558 | 48955.5851 | 31959405.6035 | 45768641.6487 | -13809236.0451 |
Total P&L (%) | 2073.8572 | 2024.9017 | 48.9556 | 31959.4056 | 45768.6416 | -13809.236 |
Avg Daily Profit (%) | 1.1093 | 1.0831 | 0.0262 | 0.3091 | 0.3283 | 0 |
Buy And Hold Return (%) | 6587.5289 | 6587.5289 | 6587.5289 | 6587.5289 | 6587.5289 | 6587.5289 |
Max Trade Drawdown | -87577 | -41499 | -74636 | -30385806 | -15261927 | -18775796 |
Profit Factor | 6.9705 | 15.5542 | 1.2351 | 1.6004 | 3.0348 | 0.5508 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 37.2881 | 41.3793 | 33.3333 | 37.2881 | 41.3793 | 33.3333 |
Ratio Avg Win / Avg Loss | 11.723 | 22.0352 | 2.4702 | 2.6915 | 4.2992 | 1.1016 |
Largest Winning Trade | 1275275 | 1275275 | 61612 | 27670703 | 27670703 | 8027864 |
Largest Losing Trade | -30962 | -23680 | -30962 | -10247269 | -10247269 | -10225619 |
Avg Bars in Trades | 61 | 61 | 60 | 61 | 61 | 60 |
Avg Bars in Winners | 115 | 122 | 107 | 115 | 122 | 107 |
Avg Bars in Losers | 28 | 18 | 36 | 28 | 18 | 36 |
Bars Traded | 3603 | 1791 | 1812 | 3603 | 1791 | 1812 |
Profit Streak | 0 | 160.8454 | 0 | 0 | 160.8454 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -328536 | -146279 | -329399 | -174186 | 448377 | -585640 |
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{ "first_band": { "type": "alma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 21, "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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