Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694171.4188 | 351281.1154 | 342890.3033 | 13933647.9959 | 8554044.1382 | 5379603.8577 |
Total P&L (%) | 694.1714 | 351.2811 | 342.8903 | 13933.648 | 8554.0441 | 5379.6039 |
Avg Daily Profit (%) | 0.6771 | 0.3427 | 0.3345 | 0.4834 | 0.4361 | 0.3913 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37174 | -63940 | -41848 | -6493431 | -2660947 | -7265645 |
Profit Factor | 3.5468 | 3.0378 | 4.4226 | 2.0728 | 2.863 | 1.6407 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 69.7674 | 62.7907 | 76.7442 | 69.7674 | 62.7907 | 76.7442 |
Ratio Avg Win / Avg Loss | 1.5369 | 1.8002 | 1.3402 | 0.8982 | 1.6966 | 0.4972 |
Largest Winning Trade | 203415 | 203415 | 36954 | 8573571 | 8573571 | 3062656 |
Largest Losing Trade | -36262 | -36262 | -35120 | -6073804 | -1629219 | -6073804 |
Avg Bars in Trades | 65 | 59 | 71 | 65 | 59 | 71 |
Avg Bars in Winners | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Losers | 91 | 66 | 131 | 91 | 66 | 131 |
Bars Traded | 5627 | 2553 | 3074 | 5627 | 2553 | 3074 |
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 | 788939 | 588679 | 667748 | 528950 | 620281 | 486700 |
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 189, "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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