Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85716.523 | 282377.924 | -196661.401 | -112877.2024 | 529354.3049 | -642231.5073 |
Total P&L (%) | 85.7165 | 282.3779 | -196.6614 | -112.8772 | 529.3543 | -642.2315 |
Avg Daily Profit (%) | 0.0536 | 0.1764 | -0.1229 | 0 | 0.115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -416807 | -59913 | -442480 | -1822846 | -642010 | -1655685 |
Profit Factor | 1.1031 | 2.4771 | 0.6928 | 0.9586 | 1.6029 | 0.6528 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 43 | 17 | 26 | 27 | 19 | 8 |
Losing Trades | 27 | 18 | 9 | 43 | 16 | 27 |
Profitability (%) | 61.4286 | 48.5714 | 74.2857 | 38.5714 | 54.2857 | 22.8571 |
Ratio Avg Win / Avg Loss | 0.6927 | 2.6228 | 0.2398 | 1.5267 | 1.3498 | 2.2031 |
Largest Winning Trade | 97105 | 97105 | 48727 | 1035343 | 495928 | 1035343 |
Largest Losing Trade | -411444 | -59913 | -411444 | -499171 | -373040 | -499171 |
Avg Bars in Trades | 43 | 42 | 45 | 43 | 42 | 45 |
Avg Bars in Winners | 41 | 45 | 39 | 39 | 40 | 36 |
Avg Bars in Losers | 46 | 39 | 61 | 46 | 44 | 47 |
Bars Traded | 3066 | 1482 | 1584 | 3066 | 1482 | 1584 |
Profit Streak | 107.6873 | 109.6873 | 107.6873 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -325794 | 451200 | -576681 | -681222 | -36587 | -617269 |
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{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 109, "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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