Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343750.1682 | 289523.9629 | 54226.2053 | -14035.9147 | 215601.0138 | -229636.9284 |
Total P&L (%) | 343.7502 | 289.524 | 54.2262 | -14.0359 | 215.601 | -229.6369 |
Avg Daily Profit (%) | 0.1579 | 0.133 | 0.0249 | -0.0069 | 0.0528 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222373 | -153813 | -127598 | -2970984 | -2047718 | -1628923 |
Profit Factor | 1.3058 | 1.5853 | 1.0862 | 0.9987 | 1.043 | 0.9608 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 139 | 67 | 72 | 139 | 67 | 72 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 56.2753 | 54.0323 | 58.5366 | 56.2753 | 54.0323 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.0146 | 1.3487 | 0.7694 | 0.776 | 0.8873 | 0.6806 |
Largest Winning Trade | 156558 | 156558 | 48192 | 794060 | 794060 | 486706 |
Largest Losing Trade | -58415 | -41331 | -58415 | -1230996 | -814081 | -1230996 |
Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
Avg Bars in Winners | 46 | 41 | 52 | 46 | 41 | 52 |
Avg Bars in Losers | 57 | 51 | 63 | 57 | 51 | 63 |
Bars Traded | 12705 | 5705 | 7000 | 12705 | 5705 | 7000 |
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 | 341513 | -13371 | -287184 | -578672 | -297028 | -579898 |
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{ "first_band": { "type": "dcm", "factors": { "length": 64, "offset": 120 } }, "second_band": { "type": "alma", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 64, "offset": 120 } }, "second_band": { "type": "alma", "factors": { "length": 159, "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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