Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220494.7081 | 152028.0616 | 68466.6464 | 440617.3884 | 338828.0938 | 101789.2946 |
Total P&L (%) | 220.4947 | 152.0281 | 68.4666 | 440.6174 | 338.8281 | 101.7893 |
Avg Daily Profit (%) | 0.2117 | 0.1459 | 0.0657 | 0.1621 | 0.1421 | 0.0674 |
Buy And Hold Return (%) | 55.239 | 55.239 | 55.239 | 55.239 | 55.239 | 55.239 |
Max Trade Drawdown | -42692 | -32718 | -36226 | -143005 | -78553 | -130558 |
Profit Factor | 1.5329 | 1.9688 | 1.2665 | 1.4816 | 2.1387 | 1.1649 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 137 | 73 | 64 | 137 | 73 | 64 |
Losing Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Profitability (%) | 61.991 | 65.7658 | 58.1818 | 61.991 | 65.7658 | 58.1818 |
Ratio Avg Win / Avg Loss | 0.9399 | 1.0248 | 0.9103 | 0.9084 | 1.1133 | 0.8373 |
Largest Winning Trade | 27908 | 17178 | 27908 | 86162 | 47317 | 86162 |
Largest Losing Trade | -29523 | -22182 | -29523 | -130558 | -51035 | -130558 |
Avg Bars in Trades | 111 | 112 | 110 | 111 | 112 | 110 |
Avg Bars in Winners | 87 | 94 | 79 | 87 | 94 | 79 |
Avg Bars in Losers | 150 | 146 | 152 | 150 | 146 | 152 |
Bars Traded | 24607 | 12472 | 12135 | 24607 | 12472 | 12135 |
Profit Streak | 0 | 0 | 18.1589 | 0 | 0 | 18.1589 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289530 | 103346 | -196871 | 343272 | 28628 | -150322 |
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{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 138, "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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