Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937705.0244 | 779973.7293 | 157731.2951 | -31818873.7291 | 37797521.4856 | -69616395.2147 |
Total P&L (%) | 937.705 | 779.9737 | 157.7313 | -31818.8737 | 37797.5215 | -69616.3952 |
Avg Daily Profit (%) | 0.375 | 0.312 | 0.0631 | 0 | 0.2378 | 0 |
Buy And Hold Return (%) | 853.085 | 853.085 | 853.085 | 853.085 | 853.085 | 853.085 |
Max Trade Drawdown | -127782 | -84244 | -122330 | -89456155 | -11217504 | -78941519 |
Profit Factor | 3.8998 | 5.733 | 1.9947 | 0.6712 | 3.3703 | 0.1388 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 48 | 21 | 27 | 44 | 20 | 24 |
Losing Trades | 16 | 11 | 5 | 20 | 12 | 8 |
Profitability (%) | 75 | 65.625 | 84.375 | 68.75 | 62.5 | 75 |
Ratio Avg Win / Avg Loss | 1.2999 | 3.003 | 0.3694 | 0.3051 | 2.0222 | 0.0463 |
Largest Winning Trade | 163677 | 163677 | 57542 | 35840331 | 35840331 | 2761121 |
Largest Losing Trade | -122330 | -56377 | -122330 | -70630490 | -10895092 | -70630490 |
Avg Bars in Trades | 151 | 219 | 82 | 151 | 219 | 82 |
Avg Bars in Winners | 127 | 194 | 74 | 119 | 174 | 74 |
Avg Bars in Losers | 223 | 266 | 128 | 219 | 294 | 107 |
Bars Traded | 9672 | 7021 | 2651 | 9672 | 7021 | 2651 |
Profit Streak | 237.2162 | 237.2162 | 243.4662 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -258364 | -145485 | -267821 | -721847 | 590154 | -577569 |
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{ "first_band": { "type": "dcl", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 229, "offset": 0 } } }
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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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