Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3712092.2806 | 3837627.3499 | -125535.0693 | -54838.7772 | 833084.1497 | -887922.9269 |
Total P&L (%) | 3712.0923 | 3837.6274 | -125.5351 | -54.8388 | 833.0842 | -887.9229 |
Avg Daily Profit (%) | 1.6748 | 1.7314 | -0.0566 | -0.0359 | 0.1008 | 0 |
Buy And Hold Return (%) | 692.8384 | 692.8384 | 692.8384 | 692.8384 | 692.8384 | 692.8384 |
Max Trade Drawdown | -233502 | -148702 | -103213 | -2156956 | -1366419 | -1008557 |
Profit Factor | 5.3617 | 10.6877 | 0.7241 | 0.9869 | 1.3605 | 0.5282 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 40 | 31.3433 | 48.5294 | 40 | 31.3433 | 48.5294 |
Ratio Avg Win / Avg Loss | 8.0425 | 23.4111 | 0.7679 | 1.4804 | 2.9802 | 0.5602 |
Largest Winning Trade | 3930648 | 3930648 | 38262 | 2147483 | 2147483 | 200918 |
Largest Losing Trade | -49002 | -37574 | -49002 | -813609 | -813609 | -636489 |
Avg Bars in Trades | 63 | 77 | 50 | 63 | 77 | 50 |
Avg Bars in Winners | 90 | 126 | 66 | 90 | 126 | 66 |
Avg Bars in Losers | 46 | 55 | 34 | 46 | 55 | 34 |
Bars Traded | 8631 | 5211 | 3420 | 8631 | 5211 | 3420 |
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 | 624938 | -102684 | -690808 | -582642 | -283426 | -690808 |
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{ "first_band": { "type": "alma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "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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