Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2489459.5536 | 2389251.76 | 100207.7936 | 3868402.5761 | 7942379.0363 | -4073976.4602 |
Total P&L (%) | 2489.4596 | 2389.2518 | 100.2078 | 3868.4026 | 7942.379 | -4073.9765 |
Avg Daily Profit (%) | 1.1199 | 1.0748 | 0.0451 | 0.1657 | 0.1976 | 0 |
Buy And Hold Return (%) | 802.2465 | 802.2465 | 802.2465 | 802.2465 | 802.2465 | 802.2465 |
Max Trade Drawdown | -143158 | -66801 | -92164 | -16152572 | -7575276 | -11590757 |
Profit Factor | 5.2325 | 9.8288 | 1.3156 | 1.0754 | 1.3247 | 0.8482 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 52.9412 | 55.814 | 50 | 52.9412 | 55.814 | 50 |
Ratio Avg Win / Avg Loss | 4.6511 | 7.7811 | 1.3156 | 0.9559 | 1.0487 | 0.8482 |
Largest Winning Trade | 2201128 | 2201128 | 55807 | 12500274 | 12500274 | 4675628 |
Largest Losing Trade | -51628 | -37157 | -51628 | -5124188 | -4457987 | -5124188 |
Avg Bars in Trades | 102 | 102 | 102 | 102 | 102 | 102 |
Avg Bars in Winners | 129 | 126 | 132 | 129 | 126 | 132 |
Avg Bars in Losers | 71 | 70 | 72 | 71 | 70 | 72 |
Bars Traded | 8705 | 4394 | 4311 | 8705 | 4394 | 4311 |
Profit Streak | 19.0061 | 33.2561 | 0 | 19.0061 | 33.2561 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 704078 | 725325 | -298257 | -131835 | 345495 | -580734 |
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{ "first_band": { "type": "alma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 149, "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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