Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421285.2593 | 315514.4291 | 105770.8302 | -108693.4843 | 267889.7317 | -376583.2159 |
Total P&L (%) | 421.2853 | 315.5144 | 105.7708 | -108.6935 | 267.8897 | -376.5832 |
Avg Daily Profit (%) | 0.223 | 0.167 | 0.056 | 0 | 0.069 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150032 | -61704 | -163871 | -360886 | -6327 | -477722 |
Profit Factor | 1.671 | 2.0369 | 1.3269 | 0.7816 | 20.9273 | 0.2223 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 73 | 38 | 35 | 41 | 23 | 18 |
Losing Trades | 35 | 16 | 19 | 67 | 31 | 36 |
Profitability (%) | 67.5926 | 70.3704 | 64.8148 | 37.963 | 42.5926 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.8012 | 0.8576 | 0.7203 | 1.2772 | 28.2064 | 0.4446 |
Largest Winning Trade | 47334 | 46937 | 47334 | 84779 | 84779 | 44194 |
Largest Losing Trade | -100543 | -49489 | -100543 | -352831 | -2037 | -352831 |
Avg Bars in Trades | 197 | 288 | 106 | 197 | 288 | 106 |
Avg Bars in Winners | 128 | 174 | 78 | 313 | 456 | 130 |
Avg Bars in Losers | 340 | 558 | 157 | 126 | 164 | 94 |
Bars Traded | 21329 | 15583 | 5746 | 21329 | 15583 | 5746 |
Profit Streak | 126.0259 | 126.0259 | 295.7759 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436475 | -168415 | -296314 | -583505 | -274964 | -767592 |
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{ "first_band": { "type": "dcl", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 91, "offset": 210 } } }
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# | 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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