Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334726.5751 | 316447.4498 | 18279.1254 | 83832.2362 | 230605.5354 | -146773.2991 |
Total P&L (%) | 334.7266 | 316.4475 | 18.2791 | 83.8322 | 230.6055 | -146.7733 |
Avg Daily Profit (%) | 0.2371 | 0.2241 | 0.0129 | 0.0431 | 0.0847 | 0 |
Buy And Hold Return (%) | 65.2186 | 65.2186 | 65.2186 | 65.2186 | 65.2186 | 65.2186 |
Max Trade Drawdown | -129648 | -53861 | -175753 | -579994 | -155740 | -643703 |
Profit Factor | 1.6256 | 2.6233 | 1.0538 | 1.0522 | 1.4053 | 0.8583 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 51.8072 | 40.4762 | 63.4146 | 51.8072 | 40.4762 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.5122 | 3.8578 | 0.6079 | 0.9788 | 2.0666 | 0.4952 |
Largest Winning Trade | 98897 | 98897 | 63829 | 208974 | 125921 | 208974 |
Largest Losing Trade | -69665 | -47035 | -69665 | -333149 | -112338 | -333149 |
Avg Bars in Trades | 64 | 48 | 80 | 64 | 48 | 80 |
Avg Bars in Winners | 68 | 44 | 84 | 68 | 44 | 84 |
Avg Bars in Losers | 59 | 50 | 73 | 59 | 50 | 73 |
Bars Traded | 5328 | 2022 | 3307 | 5328 | 2022 | 3307 |
Profit Streak | 0 | 0 | 500.2183 | 0 | 0 | 500.2183 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314179 | 277384 | -501656 | -378050 | -84301 | -578043 |
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{ "first_band": { "type": "dcm", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 44, "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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