Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761766.9724 | 610976.3622 | 150790.6102 | 663451.3949 | 454868.0235 | 208583.3714 |
Total P&L (%) | 761.767 | 610.9764 | 150.7906 | 663.4514 | 454.868 | 208.5834 |
Avg Daily Profit (%) | 0.4725 | 0.3789 | 0.0935 | 0.1262 | 0.1063 | 0.0699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95196 | -100250 | -86518 | -637388 | -699952 | -377176 |
Profit Factor | 2.2048 | 2.6303 | 1.5855 | 1.2481 | 1.2861 | 1.1924 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 48.5149 | 36 | 60.7843 | 48.5149 | 36 | 60.7843 |
Ratio Avg Win / Avg Loss | 2.3397 | 4.6761 | 1.0229 | 1.3245 | 2.2863 | 0.7693 |
Largest Winning Trade | 399369 | 399369 | 57012 | 737851 | 737851 | 170043 |
Largest Losing Trade | -47663 | -40391 | -47663 | -360182 | -163921 | -360182 |
Avg Bars in Trades | 46 | 48 | 45 | 46 | 48 | 45 |
Avg Bars in Winners | 63 | 79 | 54 | 63 | 79 | 54 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 4712 | 2408 | 2304 | 4712 | 2408 | 2304 |
Profit Streak | 19.628 | 0 | 59.2946 | 19.628 | 0 | 59.2946 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533167 | -170916 | -243960 | -24174 | -235416 | -287814 |
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{ "first_band": { "type": "alma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 80, "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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