Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2214871.4145 | 2156316.8048 | 58554.6097 | 24867619.1223 | 19432234.3918 | 5435384.7305 |
Total P&L (%) | 2214.8714 | 2156.3168 | 58.5546 | 24867.6191 | 19432.2344 | 5435.3847 |
Avg Daily Profit (%) | 1.1932 | 1.1617 | 0.0315 | 0.2978 | 0.2846 | 0.2165 |
Buy And Hold Return (%) | 6246.7679 | 6246.7679 | 6246.7679 | 6246.7679 | 6246.7679 | 6246.7679 |
Max Trade Drawdown | -131491 | -80986 | -72670 | -5933057 | -3280592 | -4504948 |
Profit Factor | 6.1431 | 11.8522 | 1.2524 | 2.3131 | 3.4023 | 1.501 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 52.381 | 54.8387 | 50 | 52.381 | 54.8387 | 50 |
Ratio Avg Win / Avg Loss | 5.5846 | 9.7607 | 1.2524 | 2.1028 | 2.8019 | 1.501 |
Largest Winning Trade | 1416596 | 1416596 | 69153 | 4703087 | 4572497 | 4703087 |
Largest Losing Trade | -55839 | -55839 | -31241 | -2829799 | -2416673 | -2829799 |
Avg Bars in Trades | 114 | 117 | 111 | 114 | 117 | 111 |
Avg Bars in Winners | 159 | 170 | 148 | 159 | 170 | 148 |
Avg Bars in Losers | 64 | 53 | 74 | 64 | 53 | 74 |
Bars Traded | 7206 | 3645 | 3561 | 7206 | 3645 | 3561 |
Profit Streak | 0 | 212.6567 | 0 | 0 | 212.6567 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -294433 | -142207 | -316763 | -139652 | 497399 | -155208 |
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{ "first_band": { "type": "alma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 52, "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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