Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1949890.1404 | 1787113.0637 | 162777.0767 | 14970789.5971 | 6777881.5115 | 8192908.0856 |
Total P&L (%) | 1949.8901 | 1787.1131 | 162.7771 | 14970.7896 | 6777.8815 | 8192.9081 |
Avg Daily Profit (%) | 1.0321 | 0.9459 | 0.0862 | 0.2658 | 0.2242 | 0.2341 |
Buy And Hold Return (%) | 336.0394 | 336.0394 | 336.0394 | 336.0394 | 336.0394 | 336.0394 |
Max Trade Drawdown | -64923 | -51730 | -39992 | -15016433 | -8605802 | -8795650 |
Profit Factor | 6.6364 | 10.1807 | 2.0759 | 1.2759 | 1.2236 | 1.3421 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 53.2258 | 51.6129 | 54.8387 | 53.2258 | 51.6129 | 54.8387 |
Ratio Avg Win / Avg Loss | 5.832 | 9.5444 | 1.7096 | 1.1213 | 1.1472 | 1.1052 |
Largest Winning Trade | 1516930 | 1516930 | 54453 | 9135529 | 9135529 | 7405582 |
Largest Losing Trade | -34275 | -28671 | -34275 | -7397554 | -5152433 | -7397554 |
Avg Bars in Trades | 84 | 102 | 67 | 84 | 102 | 67 |
Avg Bars in Winners | 105 | 134 | 78 | 105 | 134 | 78 |
Avg Bars in Losers | 60 | 68 | 53 | 60 | 68 | 53 |
Bars Traded | 5257 | 3173 | 2084 | 5257 | 3173 | 2084 |
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 | -136984 | 751276 | -239175 | -149544 | 289110 | 333274 |
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{ "first_band": { "type": "alma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 234, "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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