Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208799.0802 | 161964.8161 | 46834.2641 | 93751.7322 | 126236.0866 | -32484.3544 |
Total P&L (%) | 208.7991 | 161.9648 | 46.8343 | 93.7517 | 126.2361 | -32.4844 |
Avg Daily Profit (%) | 0.1948 | 0.1511 | 0.0437 | 0.0617 | 0.0762 | -0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78689 | -74274 | -61087 | -227858 | -230555 | -137094 |
Profit Factor | 1.4828 | 1.6743 | 1.2436 | 1.0928 | 1.2267 | 0.9283 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 54.8077 | 55.7692 | 53.8462 | 54.8077 | 55.7692 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2226 | 1.3279 | 1.0659 | 0.9011 | 0.9729 | 0.7957 |
Largest Winning Trade | 99474 | 99474 | 26368 | 111288 | 111288 | 74673 |
Largest Losing Trade | -61087 | -35288 | -61087 | -129673 | -95426 | -129673 |
Avg Bars in Trades | 39 | 47 | 30 | 39 | 47 | 30 |
Avg Bars in Winners | 35 | 42 | 28 | 35 | 42 | 28 |
Avg Bars in Losers | 43 | 53 | 33 | 43 | 53 | 33 |
Bars Traded | 4070 | 2466 | 1605 | 4070 | 2466 | 1605 |
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 | 348393 | -170043 | -315973 | -229676 | -272539 | -760334 |
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{ "first_band": { "type": "alma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 128, "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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