Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794421.8603 | 607182.3897 | 187239.4706 | 3810381.0738 | 2351786.12 | 1458594.9538 |
Total P&L (%) | 794.4219 | 607.1824 | 187.2395 | 3810.3811 | 2351.7861 | 1458.595 |
Avg Daily Profit (%) | 0.4463 | 0.3411 | 0.1052 | 0.2062 | 0.1799 | 0.1544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112759 | -94444 | -79694 | -6304811 | -6134912 | -4084462 |
Profit Factor | 1.8266 | 2.0715 | 1.4748 | 1.1078 | 1.1181 | 1.0945 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 47.5336 | 45.045 | 50 | 47.5336 | 45.045 | 50 |
Ratio Avg Win / Avg Loss | 2.0162 | 2.5272 | 1.4748 | 1.2228 | 1.3641 | 1.0945 |
Largest Winning Trade | 271048 | 271048 | 67514 | 2561873 | 2561873 | 1569055 |
Largest Losing Trade | -38748 | -38748 | -31399 | -1662857 | -1662857 | -1608721 |
Avg Bars in Trades | 94 | 108 | 80 | 94 | 108 | 80 |
Avg Bars in Winners | 126 | 155 | 99 | 126 | 155 | 99 |
Avg Bars in Losers | 65 | 69 | 60 | 65 | 69 | 60 |
Bars Traded | 20990 | 12015 | 8975 | 20990 | 12015 | 8975 |
Profit Streak | 28.6968 | 33.1134 | 28.6968 | 28.6968 | 33.1134 | 28.6968 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533663 | 415341 | -51115 | -92612 | -84357 | -108616 |
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{ "first_band": { "type": "alma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 221, "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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