Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265543.3764 | 205838.6152 | 59704.7611 | -3017160.45 | -1112053.0135 | -1905107.4364 |
Total P&L (%) | 265.5434 | 205.8386 | 59.7048 | -3017.1605 | -1112.053 | -1905.1074 |
Avg Daily Profit (%) | 0.2438 | 0.189 | 0.0548 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194563 | -48649 | -178202 | -3123088 | -1218992 | -1937255 |
Profit Factor | 1.6458 | 2.353 | 1.2305 | 0.3828 | 0.5085 | 0.2745 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 59 | 28 | 31 | 35 | 20 | 15 |
Losing Trades | 33 | 18 | 15 | 57 | 26 | 31 |
Profitability (%) | 64.1304 | 60.8696 | 67.3913 | 38.0435 | 43.4783 | 32.6087 |
Ratio Avg Win / Avg Loss | 0.9205 | 1.5127 | 0.5954 | 0.6235 | 0.6611 | 0.5673 |
Largest Winning Trade | 42056 | 42056 | 30303 | 265862 | 210128 | 265862 |
Largest Losing Trade | -178202 | -23136 | -178202 | -577177 | -368775 | -577177 |
Avg Bars in Trades | 45 | 40 | 51 | 45 | 40 | 51 |
Avg Bars in Winners | 36 | 35 | 38 | 59 | 48 | 72 |
Avg Bars in Losers | 61 | 47 | 78 | 37 | 33 | 40 |
Bars Traded | 4210 | 1853 | 2357 | 4210 | 1853 | 2357 |
Profit Streak | 10.536 | 119.536 | 10.536 | 0 | 0 | 0 |
Trades During Streak | 2 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424352 | 536887 | -119421 | -585182 | -583240 | -587467 |
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 126, "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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