Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647210.6221 | 520082.681 | 127127.9411 | 1017439.1651 | 762334.6325 | 255104.5326 |
Total P&L (%) | 647.2106 | 520.0827 | 127.1279 | 1017.4392 | 762.3346 | 255.1045 |
Avg Daily Profit (%) | 0.3656 | 0.2937 | 0.0718 | 0.1364 | 0.1218 | 0.0716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116290 | -99063 | -94632 | -3261613 | -1951497 | -2184360 |
Profit Factor | 1.6527 | 1.9339 | 1.2924 | 1.0692 | 1.0943 | 1.0386 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
Profitability (%) | 44.4444 | 40.7407 | 48.1481 | 44.4444 | 40.7407 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.0658 | 2.8129 | 1.3918 | 1.3365 | 1.5917 | 1.1185 |
Largest Winning Trade | 260102 | 260102 | 69421 | 1059687 | 1059687 | 828027 |
Largest Losing Trade | -32719 | -28828 | -32719 | -689464 | -454095 | -689464 |
Avg Bars in Trades | 32 | 36 | 27 | 32 | 36 | 27 |
Avg Bars in Winners | 42 | 54 | 32 | 42 | 54 | 32 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 6953 | 3963 | 2990 | 6953 | 3963 | 2990 |
Profit Streak | 19.9404 | 25.1904 | 0 | 19.9404 | 25.1904 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435905 | 330733 | -97740 | -155344 | -149076 | -276120 |
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{ "first_band": { "type": "alma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "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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