Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871337.8229 | 583252.9738 | 288084.849 | 5304824.5334 | -406779.8352 | 5711604.3686 |
Total P&L (%) | 871.3378 | 583.253 | 288.0848 | 5304.8245 | -406.7798 | 5711.6044 |
Avg Daily Profit (%) | 0.4795 | 0.321 | 0.1586 | 0.2198 | 0 | 0.2238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64680 | -60766 | -41090 | -4410397 | -4153279 | -1818794 |
Profit Factor | 4.0829 | 4.3691 | 3.6305 | 1.4172 | 0.9458 | 2.0957 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 47.3684 | 41.3793 | 53.5714 | 47.3684 | 41.3793 | 53.5714 |
Ratio Avg Win / Avg Loss | 4.5366 | 6.1896 | 3.1465 | 1.5747 | 1.3399 | 1.8163 |
Largest Winning Trade | 536224 | 536224 | 68045 | 2376698 | 1992204 | 2376698 |
Largest Losing Trade | -25833 | -25833 | -21257 | -1480157 | -1480157 | -914074 |
Avg Bars in Trades | 185 | 129 | 242 | 185 | 129 | 242 |
Avg Bars in Winners | 317 | 227 | 389 | 317 | 227 | 389 |
Avg Bars in Losers | 66 | 60 | 73 | 66 | 60 | 73 |
Bars Traded | 10562 | 3759 | 6803 | 10562 | 3759 | 6803 |
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 | -162973 | 467879 | -6534 | -170404 | -582518 | -8366 |
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{ "first_band": { "type": "alma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 241, "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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