Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111479.5447 | 952512.0642 | 158967.4806 | 27252857.2572 | 21178223.5882 | 6074633.6689 |
Total P&L (%) | 1111.4795 | 952.5121 | 158.9675 | 27252.8573 | 21178.2236 | 6074.6337 |
Avg Daily Profit (%) | 0.6089 | 0.5218 | 0.0871 | 0.3079 | 0.2941 | 0.2261 |
Buy And Hold Return (%) | 750.2811 | 750.2811 | 750.2811 | 750.2811 | 750.2811 | 750.2811 |
Max Trade Drawdown | -62351 | -43628 | -47173 | -28271350 | -16351648 | -20760139 |
Profit Factor | 2.6775 | 4.3852 | 1.417 | 1.2615 | 1.4597 | 1.1045 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 45.6376 | 41.8919 | 49.3333 | 45.6376 | 41.8919 | 49.3333 |
Ratio Avg Win / Avg Loss | 3.1894 | 6.0827 | 1.4553 | 1.5026 | 2.0247 | 1.1343 |
Largest Winning Trade | 255386 | 255386 | 71952 | 15425790 | 15425790 | 10641547 |
Largest Losing Trade | -28904 | -17395 | -28904 | -10587305 | -5533446 | -10587305 |
Avg Bars in Trades | 72 | 68 | 75 | 72 | 68 | 75 |
Avg Bars in Winners | 113 | 116 | 111 | 113 | 116 | 111 |
Avg Bars in Losers | 37 | 34 | 41 | 37 | 34 | 41 |
Bars Traded | 10775 | 5078 | 5696 | 10775 | 5078 | 5696 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -665 | -131399 | -298882 | 310214 | -56598 | -154581 |
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{ "first_band": { "type": "alma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 23, "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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