Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2392340.0631 | 2215724.2218 | 176615.8413 | 22126927.2654 | -13769001.5831 | 35895928.8485 |
Total P&L (%) | 2392.3401 | 2215.7242 | 176.6158 | 22126.9273 | -13769.0016 | 35895.9288 |
Avg Daily Profit (%) | 1.3401 | 1.2411 | 0.0989 | 0.3032 | 0 | 0.3302 |
Buy And Hold Return (%) | 400.3789 | 400.3789 | 400.3789 | 400.3789 | 400.3789 | 400.3789 |
Max Trade Drawdown | -110705 | -94365 | -49098 | -55418172 | -49865802 | -20426835 |
Profit Factor | 6.3303 | 11.0909 | 1.7704 | 1.1475 | 0.8328 | 1.5309 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 37.1429 | 25.7143 | 48.5714 | 37.1429 | 25.7143 | 48.5714 |
Ratio Avg Win / Avg Loss | 10.7128 | 32.0405 | 1.8746 | 1.942 | 2.4059 | 1.621 |
Largest Winning Trade | 1222822 | 1222822 | 56635 | 20027116 | 18633854 | 20027116 |
Largest Losing Trade | -27436 | -21805 | -27436 | -14748892 | -14748892 | -10025540 |
Avg Bars in Trades | 98 | 87 | 110 | 98 | 87 | 110 |
Avg Bars in Winners | 179 | 195 | 170 | 179 | 195 | 170 |
Avg Bars in Losers | 50 | 49 | 52 | 50 | 49 | 52 |
Bars Traded | 6901 | 3049 | 3852 | 6901 | 3049 | 3852 |
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 | -82297 | -5576 | -223884 | -151985 | -604676 | 402903 |
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{ "first_band": { "type": "alma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "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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