Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1388705.4701 | 1271657.901 | 117047.5692 | 6032643.554 | 1609450.8747 | 4423192.6793 |
Total P&L (%) | 1388.7055 | 1271.6579 | 117.0476 | 6032.6436 | 1609.4509 | 4423.1927 |
Avg Daily Profit (%) | 0.7616 | 0.6974 | 0.0642 | 0.226 | 0.1558 | 0.2093 |
Buy And Hold Return (%) | 727.075 | 727.075 | 727.075 | 727.075 | 727.075 | 727.075 |
Max Trade Drawdown | -89966 | -89989 | -58515 | -6439368 | -6332723 | -2367326 |
Profit Factor | 3.7073 | 5.2182 | 1.5534 | 1.2977 | 1.1162 | 1.6897 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 48.2353 | 40.4762 | 55.814 | 48.2353 | 40.4762 | 55.814 |
Ratio Avg Win / Avg Loss | 3.9785 | 7.6739 | 1.2298 | 1.3926 | 1.6415 | 1.3377 |
Largest Winning Trade | 743863 | 743863 | 41408 | 4320122 | 4320122 | 2072875 |
Largest Losing Trade | -35080 | -35080 | -24528 | -3374360 | -3374360 | -1706069 |
Avg Bars in Trades | 79 | 128 | 32 | 79 | 128 | 32 |
Avg Bars in Winners | 97 | 183 | 36 | 97 | 183 | 36 |
Avg Bars in Losers | 63 | 91 | 26 | 63 | 91 | 26 |
Bars Traded | 6793 | 5414 | 1380 | 6793 | 5414 | 1380 |
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 | 422504 | 288762 | -270562 | 283336 | -93065 | 374425 |
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{ "first_band": { "type": "alma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 62, "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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