Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316647.3132 | 219214.8597 | 97432.4535 | 74321.6087 | 64679.8359 | 9641.7728 |
Total P&L (%) | 316.6473 | 219.2149 | 97.4325 | 74.3216 | 64.6798 | 9.6418 |
Avg Daily Profit (%) | 0.3113 | 0.2155 | 0.0958 | 0.0546 | 0.049 | 0.009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156609 | -172593 | -83657 | -202671 | -153551 | -135555 |
Profit Factor | 1.4401 | 1.4952 | 1.3519 | 1.0906 | 1.135 | 1.0282 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 46.1538 | 39.7436 | 52.5641 | 46.1538 | 39.7436 | 52.5641 |
Ratio Avg Win / Avg Loss | 1.6801 | 2.2669 | 1.22 | 1.2723 | 1.7209 | 0.9279 |
Largest Winning Trade | 203161 | 203161 | 31041 | 100021 | 100021 | 39821 |
Largest Losing Trade | -52199 | -52199 | -22959 | -60826 | -60826 | -39905 |
Avg Bars in Trades | 74 | 91 | 57 | 74 | 91 | 57 |
Avg Bars in Winners | 79 | 96 | 67 | 79 | 96 | 67 |
Avg Bars in Losers | 70 | 87 | 47 | 70 | 87 | 47 |
Bars Traded | 11648 | 7137 | 4511 | 11648 | 7137 | 4511 |
Profit Streak | 0 | 0 | 59.1284 | 0 | 0 | 59.1284 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358004 | -28305 | -97855 | -241551 | -237076 | -570835 |
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{ "first_band": { "type": "alma", "factors": { "length": 43, "offset": 51 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "offset": 0 } } }
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# | 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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