Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708007.1817 | 683415.9596 | 24591.2221 | 608084.1596 | 1008310.5567 | -400226.3971 |
Total P&L (%) | 708.0072 | 683.416 | 24.5912 | 608.0842 | 1008.3106 | -400.2264 |
Avg Daily Profit (%) | 0.3909 | 0.3774 | 0.0136 | 0.1081 | 0.1329 | 0 |
Buy And Hold Return (%) | 200.9223 | 200.9223 | 200.9223 | 200.9223 | 200.9223 | 200.9223 |
Max Trade Drawdown | -160400 | -64968 | -153335 | -1319532 | -649297 | -670235 |
Profit Factor | 2.2914 | 4.3465 | 1.0715 | 1.265 | 2.0267 | 0.6951 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 42.623 | 36.6667 | 48.3871 | 42.623 | 36.6667 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.0846 | 7.5075 | 1.1429 | 1.7029 | 3.5006 | 0.7414 |
Largest Winning Trade | 220413 | 220413 | 71747 | 832167 | 832167 | 269273 |
Largest Losing Trade | -69405 | -24726 | -69405 | -312923 | -225296 | -312923 |
Avg Bars in Trades | 86 | 59 | 113 | 86 | 59 | 113 |
Avg Bars in Winners | 135 | 108 | 154 | 135 | 108 | 154 |
Avg Bars in Losers | 51 | 30 | 76 | 51 | 30 | 76 |
Bars Traded | 5304 | 1772 | 3532 | 5304 | 1772 | 3532 |
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 | -157759 | 319767 | -483046 | -219453 | -17877 | -581445 |
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{ "first_band": { "type": "alma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 15, "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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