Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846979.8068 | 654465.6032 | 192514.2036 | 2794698.7183 | 2577067.7489 | 217630.9693 |
Total P&L (%) | 846.9798 | 654.4656 | 192.5142 | 2794.6987 | 2577.0677 | 217.631 |
Avg Daily Profit (%) | 0.5314 | 0.4106 | 0.1208 | 0.2114 | 0.2064 | 0.0725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83756 | -87309 | -66345 | -3066719 | -2539842 | -2013039 |
Profit Factor | 2.5382 | 2.9073 | 1.9277 | 1.2761 | 1.4571 | 1.0485 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 37.931 | 34.4828 | 41.3793 | 37.931 | 34.4828 | 41.3793 |
Ratio Avg Win / Avg Loss | 4.1533 | 5.5239 | 2.7309 | 2.0881 | 2.7684 | 1.4854 |
Largest Winning Trade | 344446 | 344446 | 72198 | 3507912 | 3507912 | 871308 |
Largest Losing Trade | -26556 | -23348 | -26556 | -1260275 | -813802 | -1260275 |
Avg Bars in Trades | 162 | 144 | 180 | 162 | 144 | 180 |
Avg Bars in Winners | 288 | 286 | 289 | 288 | 286 | 289 |
Avg Bars in Losers | 85 | 69 | 104 | 85 | 69 | 104 |
Bars Traded | 18866 | 8389 | 10477 | 18866 | 8389 | 10477 |
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 | 407632 | -170978 | -211521 | 172734 | -176120 | -446644 |
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{ "first_band": { "type": "alma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "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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