Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883157.4934 | 787252.0831 | 95905.4103 | 12765228.4247 | 10319371.1144 | 2445857.3103 |
Total P&L (%) | 883.1575 | 787.2521 | 95.9054 | 12765.2284 | 10319.3711 | 2445.8573 |
Avg Daily Profit (%) | 0.3515 | 0.3133 | 0.0382 | 0.1935 | 0.1851 | 0.1289 |
Buy And Hold Return (%) | 1766.0101 | 1766.0101 | 1766.0101 | 1766.0101 | 1766.0101 | 1766.0101 |
Max Trade Drawdown | -59389 | -73162 | -160318 | -5150780 | -2060545 | -3916447 |
Profit Factor | 2.3789 | 3.7307 | 1.2723 | 1.7794 | 2.2683 | 1.2968 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 55.5556 | 52.381 | 58.7302 | 55.5556 | 52.381 | 58.7302 |
Ratio Avg Win / Avg Loss | 1.9031 | 3.3915 | 0.8941 | 1.4235 | 2.0621 | 0.9112 |
Largest Winning Trade | 228380 | 228380 | 50466 | 5920370 | 5920370 | 2689979 |
Largest Losing Trade | -44818 | -38016 | -44818 | -2726660 | -1408714 | -2726660 |
Avg Bars in Trades | 38 | 47 | 30 | 38 | 47 | 30 |
Avg Bars in Winners | 49 | 62 | 38 | 49 | 62 | 38 |
Avg Bars in Losers | 25 | 31 | 18 | 25 | 31 | 18 |
Bars Traded | 4903 | 2988 | 1915 | 4903 | 2988 | 1915 |
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 | -150859 | -296278 | -454990 | 406795 | -134914 | -213658 |
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{ "first_band": { "type": "alma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 96, "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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