Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900722.7995 | 857346.1479 | 43376.6516 | 786801.6751 | 564557.5315 | 222244.1436 |
Total P&L (%) | 900.7228 | 857.3461 | 43.3767 | 786.8017 | 564.5575 | 222.2441 |
Avg Daily Profit (%) | 0.4899 | 0.4663 | 0.0236 | 0.1188 | 0.1031 | 0.0637 |
Buy And Hold Return (%) | 177.2961 | 177.2961 | 177.2961 | 177.2961 | 177.2961 | 177.2961 |
Max Trade Drawdown | -158889 | -136259 | -59285 | -367070 | -270807 | -145791 |
Profit Factor | 3.1093 | 5.0276 | 1.2025 | 1.9868 | 2.2524 | 1.6414 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 50 | 47.7273 | 52.2727 | 50 | 47.7273 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.1093 | 5.5064 | 1.098 | 1.9868 | 2.4669 | 1.4987 |
Largest Winning Trade | 754531 | 754531 | 42174 | 341645 | 341645 | 179846 |
Largest Losing Trade | -59429 | -28633 | -59429 | -69551 | -69551 | -61845 |
Avg Bars in Trades | 121 | 124 | 118 | 121 | 124 | 118 |
Avg Bars in Winners | 159 | 161 | 157 | 159 | 161 | 157 |
Avg Bars in Losers | 83 | 90 | 75 | 83 | 90 | 75 |
Bars Traded | 10679 | 5475 | 5204 | 10679 | 5475 | 5204 |
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 | 554828 | 569681 | -327284 | -31840 | -54449 | -192471 |
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{ "first_band": { "type": "alma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "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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