Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4506843.6001 | 4542072.529 | -35228.9289 | 289821.1858 | 2930483.1463 | -2640661.9604 |
Total P&L (%) | 4506.8436 | 4542.0725 | -35.2289 | 289.8212 | 2930.4831 | -2640.662 |
Avg Daily Profit (%) | 1.8964 | 1.9112 | -0.0148 | 0.0573 | 0.1436 | 0 |
Buy And Hold Return (%) | 522.0702 | 522.0702 | 522.0702 | 522.0702 | 522.0702 | 522.0702 |
Max Trade Drawdown | -309322 | -227479 | -170775 | -5625136 | -2858027 | -2865733 |
Profit Factor | 6.593 | 10.9174 | 0.8987 | 1.0369 | 1.7393 | 0.3214 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 44.3182 | 34.0909 | 54.5455 | 44.3182 | 34.0909 | 54.5455 |
Ratio Avg Win / Avg Loss | 8.2835 | 21.107 | 0.7489 | 1.3028 | 3.3627 | 0.2678 |
Largest Winning Trade | 4416266 | 4416266 | 42704 | 5579406 | 5579406 | 647921 |
Largest Losing Trade | -44325 | -40164 | -44325 | -1773791 | -1773791 | -1107830 |
Avg Bars in Trades | 53 | 84 | 22 | 53 | 84 | 22 |
Avg Bars in Winners | 61 | 116 | 27 | 61 | 116 | 27 |
Avg Bars in Losers | 46 | 67 | 16 | 46 | 67 | 16 |
Bars Traded | 4679 | 3696 | 983 | 4679 | 3696 | 983 |
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 | 744169 | 595095 | -579852 | -464147 | -4617 | -579852 |
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{ "first_band": { "type": "alma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 28, "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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