Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1719874.7853 | 1660987.7829 | 58887.0024 | 1228428.1691 | 862578.1531 | 365850.016 |
Total P&L (%) | 1719.8748 | 1660.9878 | 58.887 | 1228.4282 | 862.5782 | 365.85 |
Avg Daily Profit (%) | 0.7588 | 0.7328 | 0.026 | 0.1142 | 0.1 | 0.0679 |
Buy And Hold Return (%) | 374.8812 | 374.8812 | 374.8812 | 374.8812 | 374.8812 | 374.8812 |
Max Trade Drawdown | -127303 | -51943 | -98005 | -2124841 | -910198 | -1752775 |
Profit Factor | 4.7861 | 9.9516 | 1.2192 | 1.2334 | 1.4058 | 1.1166 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 42.1875 | 37.5 | 46.875 | 42.1875 | 37.5 | 46.875 |
Ratio Avg Win / Avg Loss | 6.5588 | 16.586 | 1.3817 | 1.6902 | 2.343 | 1.2655 |
Largest Winning Trade | 1312852 | 1312852 | 54795 | 823847 | 823847 | 669339 |
Largest Losing Trade | -78792 | -48511 | -78792 | -891336 | -290176 | -891336 |
Avg Bars in Trades | 135 | 122 | 148 | 135 | 122 | 148 |
Avg Bars in Winners | 249 | 248 | 250 | 249 | 248 | 250 |
Avg Bars in Losers | 52 | 46 | 58 | 52 | 46 | 58 |
Bars Traded | 8675 | 3922 | 4753 | 8675 | 3922 | 4753 |
Profit Streak | 0 | 0 | 150.2767 | 0 | 0 | 150.2767 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128063 | 517946 | -325026 | -189033 | -67045 | -361003 |
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{ "first_band": { "type": "alma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "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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