Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902416.9001 | 843949.1373 | 58467.7628 | 732865.3166 | 488466.95 | 244398.3666 |
Total P&L (%) | 902.4169 | 843.9491 | 58.4678 | 732.8653 | 488.467 | 244.3984 |
Avg Daily Profit (%) | 0.49 | 0.4583 | 0.0317 | 0.1152 | 0.0963 | 0.0672 |
Buy And Hold Return (%) | 141.9983 | 141.9983 | 141.9983 | 141.9983 | 141.9983 | 141.9983 |
Max Trade Drawdown | -149359 | -93249 | -82307 | -814950 | -575176 | -526393 |
Profit Factor | 2.3357 | 3.6318 | 1.1647 | 1.1933 | 1.2562 | 1.1297 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 46.7532 | 42.8571 | 50.6494 | 46.7532 | 42.8571 | 50.6494 |
Ratio Avg Win / Avg Loss | 2.6601 | 4.8424 | 1.1349 | 1.359 | 1.6749 | 1.1007 |
Largest Winning Trade | 697933 | 697933 | 44955 | 305958 | 305958 | 263752 |
Largest Losing Trade | -63352 | -32593 | -63352 | -249814 | -216990 | -249814 |
Avg Bars in Trades | 70 | 72 | 67 | 70 | 72 | 67 |
Avg Bars in Winners | 103 | 126 | 85 | 103 | 126 | 85 |
Avg Bars in Losers | 40 | 32 | 49 | 40 | 32 | 49 |
Bars Traded | 10809 | 5592 | 5217 | 10809 | 5592 | 5217 |
Profit Streak | 0 | 0 | 23.3581 | 0 | 0 | 23.3581 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506837 | -28403 | -396427 | -48431 | -110959 | -230711 |
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{ "first_band": { "type": "alma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 161, "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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