Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808934.8211 | 997534.4315 | -188599.6104 | -98763.1649 | 16077.978 | -114841.1429 |
Total P&L (%) | 808.9348 | 997.5344 | -188.5996 | -98.7632 | 16.078 | -114.8411 |
Avg Daily Profit (%) | 0.4531 | 0.5588 | -0.1056 | -0.2458 | 0.0084 | 0 |
Buy And Hold Return (%) | 435.4928 | 435.4928 | 435.4928 | 435.4928 | 435.4928 | 435.4928 |
Max Trade Drawdown | -158739 | -123468 | -307200 | -104189 | -17649 | -123167 |
Profit Factor | 1.9638 | 4.8682 | 0.6756 | 0.402 | 1.5453 | 0.1535 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 46.3415 | 41.4634 | 51.2195 | 46.3415 | 41.4634 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.2739 | 6.8727 | 0.6434 | 0.4654 | 2.1816 | 0.1462 |
Largest Winning Trade | 926615 | 926615 | 65276 | 29452 | 29452 | 6031 |
Largest Losing Trade | -94190 | -26462 | -94190 | -38738 | -11502 | -38738 |
Avg Bars in Trades | 128 | 66 | 190 | 128 | 66 | 190 |
Avg Bars in Winners | 196 | 97 | 276 | 196 | 97 | 276 |
Avg Bars in Losers | 69 | 43 | 99 | 69 | 43 | 99 |
Bars Traded | 10524 | 2713 | 7811 | 10524 | 2713 | 7811 |
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 | -4107 | 380410 | -580584 | -590978 | -348038 | -580584 |
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{ "first_band": { "type": "alma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 39, "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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