Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981642.7631 | 872226.2508 | 109416.5123 | 27236159.9112 | 14790494.1212 | 12445665.79 |
Total P&L (%) | 981.6428 | 872.2263 | 109.4165 | 27236.1599 | 14790.4941 | 12445.6658 |
Avg Daily Profit (%) | 0.4998 | 0.4441 | 0.0557 | 0.2861 | 0.2551 | 0.2463 |
Buy And Hold Return (%) | 1586.2222 | 1586.2222 | 1586.2222 | 1586.2222 | 1586.2222 | 1586.2222 |
Max Trade Drawdown | -96528 | -42497 | -162486 | -12313513 | -14985326 | -8877330 |
Profit Factor | 2.6551 | 5.4021 | 1.277 | 1.4983 | 1.5724 | 1.4319 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 61.9048 | 65.3846 | 58.4906 | 61.9048 | 65.3846 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.6339 | 2.8599 | 0.9063 | 0.922 | 0.8325 | 1.0162 |
Largest Winning Trade | 219973 | 219973 | 70808 | 7975261 | 6223765 | 7975261 |
Largest Losing Trade | -49761 | -21969 | -49761 | -8877330 | -7648619 | -8877330 |
Avg Bars in Trades | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Winners | 34 | 31 | 38 | 34 | 31 | 38 |
Avg Bars in Losers | 38 | 38 | 39 | 38 | 38 | 39 |
Bars Traded | 3787 | 1742 | 2045 | 3787 | 1742 | 2045 |
Profit Streak | 411.2214 | 0 | 584.2214 | 411.2214 | 0 | 584.2214 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147705 | -325624 | -463646 | 389186 | -169470 | -168297 |
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{ "first_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 37, "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) |
---|