Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147868.8026 | 1107579.5349 | 40289.2676 | 1999576.8563 | 2231491.3407 | -231914.4843 |
Total P&L (%) | 1147.8688 | 1107.5795 | 40.2893 | 1999.5769 | 2231.4913 | -231.9145 |
Avg Daily Profit (%) | 0.6292 | 0.6071 | 0.0221 | 0.167 | 0.1728 | 0 |
Buy And Hold Return (%) | 736.9376 | 736.9376 | 736.9376 | 736.9376 | 736.9376 | 736.9376 |
Max Trade Drawdown | -95276 | -63919 | -125939 | -1555858 | -934197 | -992288 |
Profit Factor | 2.7516 | 5.454 | 1.0991 | 1.2734 | 1.7777 | 0.9478 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 46.4646 | 51.0204 | 42 | 46.4646 | 51.0204 | 42 |
Ratio Avg Win / Avg Loss | 3.1703 | 5.2359 | 1.5178 | 1.4672 | 1.7066 | 1.3089 |
Largest Winning Trade | 708588 | 708588 | 75838 | 887052 | 833933 | 887052 |
Largest Losing Trade | -66105 | -25467 | -66105 | -606912 | -606912 | -517988 |
Avg Bars in Trades | 108 | 105 | 112 | 108 | 105 | 112 |
Avg Bars in Winners | 155 | 132 | 182 | 155 | 132 | 182 |
Avg Bars in Losers | 68 | 76 | 61 | 68 | 76 | 61 |
Bars Traded | 10770 | 5163 | 5607 | 10770 | 5163 | 5607 |
Profit Streak | 0 | 117.2642 | 0 | 0 | 117.2642 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 216268 | 382660 | -622743 | 115208 | 333965 | -762277 |
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{ "first_band": { "type": "alma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 58, "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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