Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2095943.4454 | 2090080.5044 | 5862.9411 | 597151.8679 | 2095949.4099 | -1498797.5419 |
Total P&L (%) | 2095.9434 | 2090.0805 | 5.8629 | 597.1519 | 2095.9494 | -1498.7975 |
Avg Daily Profit (%) | 0.9461 | 0.9435 | 0.0026 | 0.0877 | 0.1395 | 0 |
Buy And Hold Return (%) | 698.1136 | 698.1136 | 698.1136 | 698.1136 | 698.1136 | 698.1136 |
Max Trade Drawdown | -101527 | -63706 | -87191 | -1982794 | -671243 | -1675475 |
Profit Factor | 4.8657 | 11.7272 | 1.0169 | 1.1084 | 2.1772 | 0.5981 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 52.5424 | 51.7241 | 53.3333 | 52.5424 | 51.7241 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.3948 | 10.9454 | 0.8898 | 1.0011 | 2.0321 | 0.5233 |
Largest Winning Trade | 1925202 | 1925202 | 51302 | 1936136 | 1936136 | 443909 |
Largest Losing Trade | -69164 | -42645 | -69164 | -1208330 | -484123 | -1208330 |
Avg Bars in Trades | 220 | 238 | 202 | 220 | 238 | 202 |
Avg Bars in Winners | 289 | 280 | 297 | 289 | 280 | 297 |
Avg Bars in Losers | 143 | 194 | 93 | 143 | 194 | 93 |
Bars Traded | 12991 | 6926 | 6065 | 12991 | 6926 | 6065 |
Profit Streak | 31.7913 | 114.2913 | 31.7913 | 31.7913 | 114.2913 | 31.7913 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160291 | 713832 | -557756 | -520712 | -4171 | -579852 |
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{ "first_band": { "type": "alma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "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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