Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3923284.0244 | 3904407.2398 | 18876.7847 | 826564.1151 | 3873556.4567 | -3046992.3416 |
Total P&L (%) | 3923.284 | 3904.4072 | 18.8768 | 826.5641 | 3873.5565 | -3046.9923 |
Avg Daily Profit (%) | 1.6537 | 1.6457 | 0.008 | 0.0939 | 0.1553 | 0 |
Buy And Hold Return (%) | 525.0534 | 525.0534 | 525.0534 | 525.0534 | 525.0534 | 525.0534 |
Max Trade Drawdown | -259952 | -218557 | -66682 | -13519767 | -9530024 | -4148001 |
Profit Factor | 10.7224 | 14.4721 | 1.166 | 1.0575 | 1.3897 | 0.3144 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 48 | 37.8378 | 57.8947 | 48 | 37.8378 | 57.8947 |
Ratio Avg Win / Avg Loss | 11.616 | 23.7755 | 0.848 | 1.1456 | 2.2831 | 0.2286 |
Largest Winning Trade | 3854885 | 3854885 | 33221 | 12880460 | 12880460 | 651919 |
Largest Losing Trade | -65904 | -54687 | -65904 | -7583280 | -7583280 | -4140949 |
Avg Bars in Trades | 168 | 324 | 15 | 168 | 324 | 15 |
Avg Bars in Winners | 189 | 459 | 17 | 189 | 459 | 17 |
Avg Bars in Losers | 148 | 242 | 12 | 148 | 242 | 12 |
Bars Traded | 12613 | 12022 | 591 | 12613 | 12022 | 591 |
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 | -39620 | 637347 | -386253 | -296307 | 168301 | -579463 |
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{ "first_band": { "type": "alma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 176, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 176, "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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