Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69089.6619 | 45715.6722 | 23373.9896 | 52162.8413 | 46902.6552 | 5260.1862 |
Total P&L (%) | 69.0897 | 45.7157 | 23.374 | 52.1628 | 46.9027 | 5.2602 |
Avg Daily Profit (%) | 0.4974 | 0.3291 | 0.1683 | 0.3027 | 0.2773 | 0.0369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52490 | -22162 | -53061 | -63160 | -23797 | -61902 |
Profit Factor | 1.3807 | 1.6671 | 1.2069 | 1.2503 | 1.6219 | 1.0396 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 69.6296 | 67.6471 | 71.6418 | 69.6296 | 67.6471 | 71.6418 |
Ratio Avg Win / Avg Loss | 0.6022 | 0.7973 | 0.4777 | 0.5453 | 0.7757 | 0.4115 |
Largest Winning Trade | 12018 | 7513 | 12018 | 9662 | 8070 | 9662 |
Largest Losing Trade | -38572 | -16699 | -38572 | -41874 | -16884 | -41874 |
Avg Bars in Trades | 97 | 94 | 99 | 97 | 94 | 99 |
Avg Bars in Winners | 76 | 73 | 78 | 76 | 73 | 78 |
Avg Bars in Losers | 145 | 139 | 152 | 145 | 139 | 152 |
Bars Traded | 13123 | 6445 | 6678 | 13123 | 6445 | 6678 |
Profit Streak | 130.4903 | 130.4903 | 139.5007 | 130.4903 | 130.4903 | 139.5007 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414630 | -100324 | -113650 | 285409 | -100749 | -602261 |
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{ "first_band": { "type": "dcm", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 151, "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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