Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367373.1046 | 312736.4237 | 54636.6808 | 741998.2337 | 1028441.4073 | -286443.1736 |
Total P&L (%) | 367.3731 | 312.7364 | 54.6367 | 741.9982 | 1028.4414 | -286.4432 |
Avg Daily Profit (%) | 0.4668 | 0.3973 | 0.0694 | 0.2711 | 0.3084 | 0 |
Buy And Hold Return (%) | 262.9476 | 262.9476 | 262.9476 | 262.9476 | 262.9476 | 262.9476 |
Max Trade Drawdown | -83200 | -50151 | -57010 | -897923 | -581269 | -703487 |
Profit Factor | 2.1379 | 2.8033 | 1.3657 | 1.2701 | 1.7011 | 0.7763 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 52.7778 | 52.7778 | 52.7778 | 52.7778 | 52.7778 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.9129 | 2.5082 | 1.2219 | 1.1364 | 1.522 | 0.6946 |
Largest Winning Trade | 113831 | 113831 | 27801 | 775172 | 775172 | 202997 |
Largest Losing Trade | -33346 | -33346 | -20120 | -458544 | -458544 | -154589 |
Avg Bars in Trades | 253 | 252 | 254 | 253 | 252 | 254 |
Avg Bars in Winners | 357 | 377 | 336 | 357 | 377 | 336 |
Avg Bars in Losers | 137 | 112 | 162 | 137 | 112 | 162 |
Bars Traded | 18246 | 9085 | 9161 | 18246 | 9085 | 9161 |
Profit Streak | 0 | 0 | 284.1802 | 0 | 0 | 284.1802 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111397 | -91853 | -264596 | -77863 | 368790 | -579831 |
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{ "first_band": { "type": "alma", "factors": { "length": 239, "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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