Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986594.8274 | 804790.9346 | 181803.8928 | 38128115.7897 | 34303121.1653 | 3824994.6244 |
Total P&L (%) | 986.5948 | 804.7909 | 181.8039 | 38128.1158 | 34303.1212 | 3824.9946 |
Avg Daily Profit (%) | 0.3945 | 0.3218 | 0.0727 | 0.2381 | 0.2338 | 0.1469 |
Buy And Hold Return (%) | 868.0221 | 868.0221 | 868.0221 | 868.0221 | 868.0221 | 868.0221 |
Max Trade Drawdown | -102177 | -44103 | -59242 | -11523118 | -5013807 | -6685249 |
Profit Factor | 4.4975 | 8.1554 | 2.0719 | 3.1739 | 5.522 | 1.3843 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 65.6716 | 60.6061 | 70.5882 | 65.6716 | 60.6061 | 70.5882 |
Ratio Avg Win / Avg Loss | 2.351 | 5.301 | 0.8633 | 1.6591 | 3.5893 | 0.5768 |
Largest Winning Trade | 318861 | 318861 | 49126 | 15847416 | 15847416 | 2513822 |
Largest Losing Trade | -58718 | -15124 | -58718 | -5768737 | -2303579 | -5768737 |
Avg Bars in Trades | 106 | 126 | 86 | 106 | 126 | 86 |
Avg Bars in Winners | 108 | 123 | 96 | 108 | 123 | 96 |
Avg Bars in Losers | 100 | 129 | 63 | 100 | 129 | 63 |
Bars Traded | 7112 | 4165 | 2947 | 7112 | 4165 | 2947 |
Profit Streak | 0 | 160.6839 | 0 | 0 | 160.6839 | 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 | -225121 | -145854 | -257835 | -104539 | 677529 | 113576 |
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{ "first_band": { "type": "alma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 216, "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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