Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726655.3134 | 438888.449 | 287766.8645 | 3456561.4512 | 378857.7994 | 3077703.6518 |
Total P&L (%) | 726.6553 | 438.8884 | 287.7669 | 3456.5615 | 378.8578 | 3077.7037 |
Avg Daily Profit (%) | 0.3993 | 0.2412 | 0.1581 | 0.1964 | 0.0861 | 0.1902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100052 | -74827 | -62139 | -3833060 | -2781301 | -3054850 |
Profit Factor | 2.3946 | 2.3873 | 2.4058 | 1.2077 | 1.0428 | 1.3954 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 46 | 14 | 32 | 46 | 14 | 32 |
Losing Trades | 63 | 40 | 23 | 63 | 40 | 23 |
Profitability (%) | 42.2018 | 25.9259 | 58.1818 | 42.2018 | 25.9259 | 58.1818 |
Ratio Avg Win / Avg Loss | 3.2796 | 6.821 | 1.7292 | 1.654 | 2.9794 | 1.0029 |
Largest Winning Trade | 308943 | 308943 | 70986 | 1972844 | 1972844 | 1820138 |
Largest Losing Trade | -55537 | -28700 | -55537 | -2938529 | -582735 | -2938529 |
Avg Bars in Trades | 198 | 172 | 223 | 198 | 172 | 223 |
Avg Bars in Winners | 302 | 337 | 287 | 302 | 337 | 287 |
Avg Bars in Losers | 121 | 114 | 135 | 121 | 114 | 135 |
Bars Traded | 21592 | 9297 | 12295 | 21592 | 9297 | 12295 |
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 | 416154 | -193546 | -167148 | 212233 | -456436 | -170373 |
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{ "first_band": { "type": "alma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 114, "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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