Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14352193.2002 | 14335649.0484 | 16544.1518 | 9030796.2485 | 8080988.2823 | 949807.9662 |
Total P&L (%) | 14352.1932 | 14335.649 | 16.5442 | 9030.7962 | 8080.9883 | 949.808 |
Avg Daily Profit (%) | 6.3232 | 6.316 | 0.0073 | 0.1991 | 0.1942 | 0.1036 |
Buy And Hold Return (%) | 9189.6724 | 9189.6724 | 9189.6724 | 9189.6724 | 9189.6724 | 9189.6724 |
Max Trade Drawdown | -133829 | -117417 | -42136 | -10191682 | -8737184 | -4500024 |
Profit Factor | 31.5868 | 47.8068 | 1.1015 | 1.3325 | 1.435 | 1.1106 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 39.3258 | 36.3636 | 42.2222 | 39.3258 | 36.3636 | 42.2222 |
Ratio Avg Win / Avg Loss | 48.734 | 83.6618 | 1.5074 | 2.0558 | 2.5112 | 1.5198 |
Largest Winning Trade | 14178318 | 14178318 | 36753 | 10837043 | 10837043 | 2386474 |
Largest Losing Trade | -36637 | -36637 | -29591 | -2724776 | -2724776 | -2434438 |
Avg Bars in Trades | 97 | 155 | 39 | 97 | 155 | 39 |
Avg Bars in Winners | 124 | 215 | 47 | 124 | 215 | 47 |
Avg Bars in Losers | 79 | 121 | 33 | 79 | 121 | 33 |
Bars Traded | 8634 | 6851 | 1783 | 8634 | 6851 | 1783 |
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 | 386933 | 338581 | -459561 | -160268 | -161014 | -320654 |
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{ "first_band": { "type": "alma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 81, "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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