Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289457.4213 | 142364.781 | 147092.6403 | -2081.4877 | -113021.6281 | 110940.1404 |
Total P&L (%) | 289.4574 | 142.3648 | 147.0926 | -2.0815 | -113.0216 | 110.9401 |
Avg Daily Profit (%) | 0.1654 | 0.0813 | 0.084 | -0.0012 | 0 | 0.0427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125435 | -168954 | -75907 | -194623 | -151414 | -80716 |
Profit Factor | 1.4037 | 1.2988 | 1.6115 | 0.9974 | 0.7881 | 1.4059 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 51.0417 | 45.8333 | 56.25 | 51.0417 | 45.8333 | 56.25 |
Ratio Avg Win / Avg Loss | 1.3464 | 1.535 | 1.2534 | 0.9567 | 0.9314 | 1.0934 |
Largest Winning Trade | 85654 | 85654 | 37887 | 79460 | 79460 | 67368 |
Largest Losing Trade | -56660 | -56660 | -36569 | -98204 | -98204 | -62894 |
Avg Bars in Trades | 52 | 68 | 35 | 52 | 68 | 35 |
Avg Bars in Winners | 56 | 74 | 42 | 56 | 74 | 42 |
Avg Bars in Losers | 47 | 64 | 26 | 47 | 64 | 26 |
Bars Traded | 5010 | 3309 | 1701 | 5010 | 3309 | 1701 |
Profit Streak | 0 | 0 | 141.7027 | 0 | 0 | 141.7027 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303614 | -84702 | -76957 | -580387 | -582309 | -133344 |
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{ "first_band": { "type": "alma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 120, "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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