Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156771.7607 | 78818.832 | 77952.9286 | 76619.8149 | 67709.7446 | 8910.0703 |
Total P&L (%) | 156.7718 | 78.8188 | 77.9529 | 76.6198 | 67.7097 | 8.9101 |
Avg Daily Profit (%) | 0.1711 | 0.086 | 0.0851 | 0.0621 | 0.0565 | 0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104907 | -79135 | -75717 | -80507 | -34412 | -82280 |
Profit Factor | 1.291 | 1.3355 | 1.2565 | 1.1963 | 1.4701 | 1.0362 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 56.2963 | 55.2239 | 57.3529 | 56.2963 | 55.2239 | 57.3529 |
Ratio Avg Win / Avg Loss | 1.0022 | 1.0829 | 0.9343 | 0.9287 | 1.192 | 0.7705 |
Largest Winning Trade | 33599 | 33560 | 33599 | 38148 | 38148 | 31825 |
Largest Losing Trade | -34025 | -24612 | -34025 | -60141 | -19907 | -60141 |
Avg Bars in Trades | 79 | 69 | 89 | 79 | 69 | 89 |
Avg Bars in Winners | 61 | 48 | 72 | 61 | 48 | 72 |
Avg Bars in Losers | 103 | 95 | 111 | 103 | 95 | 111 |
Bars Traded | 10754 | 4679 | 6075 | 10754 | 4679 | 6075 |
Profit Streak | 5.4006 | 0 | 38.8173 | 5.4006 | 0 | 38.8173 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334271 | -193789 | -187993 | -114402 | -232560 | -635366 |
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{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } } }
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# | 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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