Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518474.8194 | 270498.6195 | 247976.1999 | 1439834.7405 | -274124.6998 | 1713959.4403 |
Total P&L (%) | 518.4748 | 270.4986 | 247.9762 | 1439.8347 | -274.1247 | 1713.9594 |
Avg Daily Profit (%) | 0.2861 | 0.1493 | 0.1368 | 0.151 | 0 | 0.1601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123168 | -119705 | -61114 | -3104253 | -2180644 | -1331101 |
Profit Factor | 1.2103 | 1.216 | 1.2045 | 1.0422 | 0.9842 | 1.1025 |
Total Trades | 1586 | 793 | 793 | 1586 | 793 | 793 |
Winning Trades | 578 | 278 | 300 | 578 | 278 | 300 |
Losing Trades | 1008 | 515 | 493 | 1008 | 515 | 493 |
Profitability (%) | 36.4439 | 35.0567 | 37.831 | 36.4439 | 35.0567 | 37.831 |
Ratio Avg Win / Avg Loss | 2.1108 | 2.2527 | 1.9793 | 1.8176 | 1.8233 | 1.8118 |
Largest Winning Trade | 66423 | 66423 | 27222 | 882346 | 521728 | 882346 |
Largest Losing Trade | -19389 | -19389 | -16077 | -311746 | -311746 | -264730 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 10818 | 5318 | 5500 | 10818 | 5318 | 5500 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416366 | 178289 | -10611 | -163215 | -579947 | -99851 |
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{ "first_band": { "type": "alma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 34, "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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