Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418637.7086 | 325820.9781 | 92816.7305 | 598709.2962 | 459210.4052 | 139498.891 |
Total P&L (%) | 418.6377 | 325.821 | 92.8167 | 598.7093 | 459.2104 | 139.4989 |
Avg Daily Profit (%) | 0.296 | 0.2303 | 0.0656 | 0.1375 | 0.1218 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97956 | -52385 | -95624 | -340955 | -251664 | -296796 |
Profit Factor | 2.0248 | 2.5488 | 1.4685 | 1.4678 | 1.6786 | 1.2312 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 55.8442 | 55.2632 | 56.4103 | 55.8442 | 55.2632 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.601 | 2.0633 | 1.1347 | 1.1605 | 1.3589 | 0.9514 |
Largest Winning Trade | 137868 | 137868 | 37618 | 283063 | 283063 | 121903 |
Largest Losing Trade | -62578 | -39522 | -62578 | -204008 | -161631 | -204008 |
Avg Bars in Trades | 64 | 77 | 52 | 64 | 77 | 52 |
Avg Bars in Winners | 76 | 84 | 69 | 76 | 84 | 69 |
Avg Bars in Losers | 49 | 69 | 30 | 49 | 69 | 30 |
Bars Traded | 4984 | 2954 | 2029 | 4984 | 2954 | 2029 |
Profit Streak | 134.3489 | 134.3489 | 137.8489 | 134.3489 | 134.3489 | 137.8489 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31536 | 518223 | -101999 | -51729 | -26724 | -110254 |
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{ "first_band": { "type": "alma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "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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