Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878097.1478 | 850450.5835 | 27646.5643 | 491520.5074 | 302133.1051 | 189387.4023 |
Total P&L (%) | 878.0971 | 850.4506 | 27.6466 | 491.5205 | 302.1331 | 189.3874 |
Avg Daily Profit (%) | 0.486 | 0.4707 | 0.0153 | 0.0984 | 0.0771 | 0.0588 |
Buy And Hold Return (%) | 160.7255 | 160.7255 | 160.7255 | 160.7255 | 160.7255 | 160.7255 |
Max Trade Drawdown | -140632 | -101399 | -88398 | -2353117 | -1290972 | -1269581 |
Profit Factor | 2.3098 | 3.3793 | 1.0883 | 1.1058 | 1.1194 | 1.0896 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 50.6849 | 44.4444 | 56.7568 | 50.6849 | 44.4444 | 56.7568 |
Ratio Avg Win / Avg Loss | 2.2474 | 4.2241 | 0.8292 | 1.0759 | 1.3992 | 0.8301 |
Largest Winning Trade | 359391 | 359391 | 58528 | 1099761 | 1099761 | 836936 |
Largest Losing Trade | -56853 | -56853 | -37533 | -785625 | -785625 | -646475 |
Avg Bars in Trades | 95 | 120 | 70 | 95 | 120 | 70 |
Avg Bars in Winners | 118 | 168 | 81 | 118 | 168 | 81 |
Avg Bars in Losers | 70 | 81 | 56 | 70 | 81 | 56 |
Bars Traded | 6940 | 4331 | 2609 | 6940 | 4331 | 2609 |
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 | -62332 | 486421 | -462324 | -244940 | -189114 | -347450 |
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{ "first_band": { "type": "alma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 198, "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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