Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1192745.8454 | 1138336.7152 | 54409.1302 | 3841106.0633 | 3296981.7883 | 544124.275 |
Total P&L (%) | 1192.7458 | 1138.3367 | 54.4091 | 3841.1061 | 3296.9818 | 544.1243 |
Avg Daily Profit (%) | 0.657 | 0.627 | 0.03 | 0.2026 | 0.1944 | 0.1027 |
Buy And Hold Return (%) | 595.1704 | 595.1704 | 595.1704 | 595.1704 | 595.1704 | 595.1704 |
Max Trade Drawdown | -100433 | -48068 | -78506 | -2958934 | -1918233 | -1633451 |
Profit Factor | 3.1901 | 5.7058 | 1.1797 | 1.3675 | 1.6866 | 1.0963 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 40.8602 | 41.3043 | 40.4255 | 40.8602 | 41.3043 | 40.4255 |
Ratio Avg Win / Avg Loss | 4.6173 | 8.1083 | 1.7386 | 1.9792 | 2.3967 | 1.6156 |
Largest Winning Trade | 645680 | 645680 | 79095 | 2659500 | 2659500 | 1504366 |
Largest Losing Trade | -33395 | -23689 | -33395 | -1084150 | -832198 | -1084150 |
Avg Bars in Trades | 76 | 71 | 81 | 76 | 71 | 81 |
Avg Bars in Winners | 128 | 108 | 147 | 128 | 108 | 147 |
Avg Bars in Losers | 41 | 45 | 37 | 41 | 45 | 37 |
Bars Traded | 7133 | 3293 | 3839 | 7133 | 3293 | 3839 |
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 | 283399 | 331938 | -343966 | 215877 | 248519 | -338428 |
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{ "first_band": { "type": "alma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "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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