Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651744.5917 | 527561.2266 | 124183.365 | 103780.0682 | -71334.1472 | 175114.2154 |
Total P&L (%) | 651.7446 | 527.5612 | 124.1834 | 103.7801 | -71.3341 | 175.1142 |
Avg Daily Profit (%) | 0.4426 | 0.3583 | 0.0843 | 0.0484 | -0.0848 | 0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141909 | -122126 | -109292 | -731053 | -575837 | -532674 |
Profit Factor | 1.5795 | 1.8385 | 1.2506 | 1.0313 | 0.962 | 1.122 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 108 | 45 | 63 | 108 | 45 | 63 |
Losing Trades | 133 | 76 | 57 | 133 | 76 | 57 |
Profitability (%) | 44.8133 | 37.1901 | 52.5 | 44.8133 | 37.1901 | 52.5 |
Ratio Avg Win / Avg Loss | 1.9451 | 3.1051 | 1.1315 | 1.2701 | 1.6247 | 1.0151 |
Largest Winning Trade | 489360 | 489360 | 29493 | 353779 | 353779 | 101855 |
Largest Losing Trade | -33474 | -28441 | -33474 | -194407 | -132967 | -194407 |
Avg Bars in Trades | 72 | 81 | 62 | 72 | 81 | 62 |
Avg Bars in Winners | 88 | 100 | 80 | 88 | 100 | 80 |
Avg Bars in Losers | 58 | 70 | 43 | 58 | 70 | 43 |
Bars Traded | 17378 | 9866 | 7512 | 17378 | 9866 | 7512 |
Profit Streak | 24.4579 | 24.4579 | 32.0412 | 24.4579 | 24.4579 | 32.0412 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478308 | 295520 | -79941 | -314115 | -582670 | -186876 |
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{ "first_band": { "type": "alma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 191, "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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