Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1553942.5058 | -89076.1462 | -1464866.3595 | -434800.6863 | -10932554.4306 | 10497753.7443 |
Total P&L (%) | -1553.9425 | -89.0761 | -1464.8664 | -434.8007 | -10932.5544 | 10497.7537 |
Avg Daily Profit (%) | -0.8302 | -0.0476 | -0.7826 | 0 | 0 | 0.2494 |
Buy And Hold Return (%) | 616.1797 | 616.1797 | 616.1797 | 616.1797 | 616.1797 | 616.1797 |
Max Trade Drawdown | -1664296 | -214937 | -1511895 | -9392675 | -11163652 | -4321854 |
Profit Factor | 0.2091 | 0.6974 | 0.1231 | 0.9784 | 0.2088 | 2.6669 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 17 | 18 | 34 | 14 | 20 |
Losing Trades | 26 | 14 | 12 | 27 | 17 | 10 |
Profitability (%) | 57.377 | 54.8387 | 60 | 55.7377 | 45.1613 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1553 | 0.5744 | 0.082 | 0.777 | 0.2536 | 1.3335 |
Largest Winning Trade | 52742 | 52742 | 29060 | 10162319 | 681355 | 10162319 |
Largest Losing Trade | -815595 | -60188 | -815595 | -4968812 | -4968812 | -2399066 |
Avg Bars in Trades | 118 | 124 | 112 | 118 | 124 | 112 |
Avg Bars in Winners | 77 | 92 | 63 | 92 | 99 | 87 |
Avg Bars in Losers | 174 | 163 | 187 | 152 | 145 | 164 |
Bars Traded | 7249 | 3861 | 3388 | 7249 | 3861 | 3388 |
Profit Streak | 19.0678 | 28.8178 | 0 | 0 | 0 | 45.0678 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745262 | -579650 | -579529 | -746034 | -582699 | 543788 |
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 152, "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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