Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260543.8919 | 1195392.6126 | 65151.2793 | 4364042.5984 | 4336092.363 | 27950.2355 |
Total P&L (%) | 1260.5439 | 1195.3926 | 65.1513 | 4364.0426 | 4336.0924 | 27.9502 |
Avg Daily Profit (%) | 0.6921 | 0.6563 | 0.0358 | 0.2088 | 0.2084 | 0.0135 |
Buy And Hold Return (%) | 718.6196 | 718.6196 | 718.6196 | 718.6196 | 718.6196 | 718.6196 |
Max Trade Drawdown | -90160 | -62434 | -67728 | -2449676 | -1518121 | -2038120 |
Profit Factor | 3.9231 | 7.2959 | 1.2699 | 1.501 | 2.2236 | 1.0054 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 43.0769 | 43.75 | 42.4242 | 43.0769 | 43.75 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.1842 | 9.3805 | 1.7235 | 1.9835 | 2.859 | 1.3645 |
Largest Winning Trade | 644776 | 644776 | 75737 | 2493706 | 2493706 | 2328565 |
Largest Losing Trade | -39413 | -31083 | -39413 | -933685 | -749870 | -933685 |
Avg Bars in Trades | 162 | 151 | 172 | 162 | 151 | 172 |
Avg Bars in Winners | 282 | 264 | 301 | 282 | 264 | 301 |
Avg Bars in Losers | 71 | 64 | 77 | 71 | 64 | 77 |
Bars Traded | 10548 | 4858 | 5690 | 10548 | 4858 | 5690 |
Profit Streak | 0 | 104.588 | 0 | 0 | 104.588 | 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 | -128249 | 339550 | -312849 | -129051 | 352647 | -558087 |
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{ "first_band": { "type": "alma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "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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