Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1368775.74 | 1299440.5095 | 69335.2305 | 3838293.544 | 2770880.2335 | 1067413.3105 |
Total P&L (%) | 1368.7757 | 1299.4405 | 69.3352 | 3838.2935 | 2770.8802 | 1067.4133 |
Avg Daily Profit (%) | 0.751 | 0.713 | 0.038 | 0.2018 | 0.1844 | 0.1349 |
Buy And Hold Return (%) | 737.691 | 737.691 | 737.691 | 737.691 | 737.691 | 737.691 |
Max Trade Drawdown | -87901 | -64241 | -52833 | -7619903 | -5356436 | -3171533 |
Profit Factor | 3.9077 | 5.7296 | 1.3537 | 1.1969 | 1.2369 | 1.1369 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 40.7407 | 40 | 41.4634 | 40.7407 | 40 | 41.4634 |
Ratio Avg Win / Avg Loss | 5.6839 | 8.5944 | 1.9112 | 1.7409 | 1.8553 | 1.605 |
Largest Winning Trade | 816178 | 816178 | 79430 | 5051053 | 5051053 | 2196183 |
Largest Losing Trade | -36756 | -36756 | -21330 | -2453104 | -2453104 | -2046738 |
Avg Bars in Trades | 84 | 124 | 44 | 84 | 124 | 44 |
Avg Bars in Winners | 119 | 181 | 60 | 119 | 181 | 60 |
Avg Bars in Losers | 59 | 87 | 32 | 59 | 87 | 32 |
Bars Traded | 6806 | 4997 | 1809 | 6806 | 4997 | 1809 |
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 | -7989 | 302857 | -309619 | -15853 | 86897 | -111318 |
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{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 57, "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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