Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247098.5172 | 1336231.4807 | -89132.9635 | -76477.55 | -3836.0116 | -72641.5384 |
Total P&L (%) | 1247.0985 | 1336.2315 | -89.133 | -76.4776 | -3.836 | -72.6415 |
Avg Daily Profit (%) | 0.6487 | 0.695 | -0.0464 | -0.0752 | -0.002 | -0.0674 |
Buy And Hold Return (%) | 98.361 | 98.361 | 98.361 | 98.361 | 98.361 | 98.361 |
Max Trade Drawdown | -342383 | -215455 | -151883 | -2309205 | -1615037 | -694773 |
Profit Factor | 3.0847 | 5.4199 | 0.6988 | 0.9801 | 0.9983 | 0.9541 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 38.3562 | 36.1111 | 40.5405 | 38.3562 | 36.1111 | 40.5405 |
Ratio Avg Win / Avg Loss | 4.9575 | 9.589 | 1.0249 | 1.5752 | 1.7662 | 1.3993 |
Largest Winning Trade | 1549482 | 1549482 | 51445 | 1610595 | 1610595 | 618188 |
Largest Losing Trade | -55462 | -45107 | -55462 | -613746 | -613746 | -431943 |
Avg Bars in Trades | 101 | 120 | 82 | 101 | 120 | 82 |
Avg Bars in Winners | 135 | 175 | 100 | 135 | 175 | 100 |
Avg Bars in Losers | 80 | 89 | 70 | 80 | 89 | 70 |
Bars Traded | 7395 | 4340 | 3055 | 7395 | 4340 | 3055 |
Profit Streak | 0 | 39.3047 | 0 | 0 | 39.3047 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63039 | 558553 | -582784 | -658805 | -582856 | -582784 |
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{ "first_band": { "type": "alma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "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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