Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585027.9261 | 650177.6177 | -65149.6916 | -47916.491 | 203888.3203 | -251804.8113 |
Total P&L (%) | 585.0279 | 650.1776 | -65.1497 | -47.9165 | 203.8883 | -251.8048 |
Avg Daily Profit (%) | 0.2575 | 0.2861 | -0.0287 | -0.0287 | 0.0489 | 0 |
Buy And Hold Return (%) | 76.8014 | 76.8014 | 76.8014 | 76.8014 | 76.8014 | 76.8014 |
Max Trade Drawdown | -165663 | -142283 | -244612 | -276725 | -133962 | -334397 |
Profit Factor | 1.4832 | 2.0829 | 0.8932 | 0.9591 | 1.3831 | 0.6063 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 39.011 | 39.5604 | 38.4615 | 39.011 | 39.5604 | 38.4615 |
Ratio Avg Win / Avg Loss | 2.3189 | 3.1823 | 1.4292 | 1.4995 | 2.113 | 0.9701 |
Largest Winning Trade | 359285 | 359285 | 46456 | 238713 | 238713 | 43220 |
Largest Losing Trade | -51053 | -51053 | -45622 | -64378 | -62160 | -64378 |
Avg Bars in Trades | 74 | 73 | 75 | 74 | 73 | 75 |
Avg Bars in Winners | 122 | 106 | 139 | 122 | 106 | 139 |
Avg Bars in Losers | 43 | 51 | 36 | 43 | 51 | 36 |
Bars Traded | 13536 | 6649 | 6887 | 13536 | 6649 | 6887 |
Profit Streak | 0 | 0 | 152.9766 | 0 | 0 | 152.9766 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 270835 | 301078 | -582497 | -582431 | -133657 | -584163 |
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{ "first_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 26, "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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