Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2206639.2148 | 2105657.8153 | 100981.3995 | 94810754.3462 | 120794914.3522 | -25984160.006 |
Total P&L (%) | 2206.6392 | 2105.6578 | 100.9814 | 94810.7543 | 120794.9144 | -25984.16 |
Avg Daily Profit (%) | 1.1854 | 1.1312 | 0.0542 | 0.369 | 0.382 | 0 |
Buy And Hold Return (%) | 8946.3035 | 8946.3035 | 8946.3035 | 8946.3035 | 8946.3035 | 8946.3035 |
Max Trade Drawdown | -45654 | -42077 | -52716 | -30540587 | -21759545 | -34633822 |
Profit Factor | 7.2082 | 14.9176 | 1.4947 | 1.7155 | 3.0966 | 0.6531 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Profitability (%) | 38.5185 | 41.791 | 35.2941 | 38.5185 | 41.791 | 35.2941 |
Ratio Avg Win / Avg Loss | 11.5055 | 20.7781 | 2.7402 | 2.7381 | 4.3131 | 1.1973 |
Largest Winning Trade | 1275275 | 1275275 | 61981 | 60234985 | 60234985 | 25574270 |
Largest Losing Trade | -17501 | -17501 | -16638 | -12357566 | -8278089 | -12357566 |
Avg Bars in Trades | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Winners | 105 | 106 | 103 | 105 | 106 | 103 |
Avg Bars in Losers | 20 | 16 | 24 | 20 | 16 | 24 |
Bars Traded | 7201 | 3628 | 3573 | 7201 | 3628 | 3573 |
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 | -147856 | -263946 | -399047 | 310518 | -104640 | -694288 |
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{ "first_band": { "type": "alma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 2, "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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