Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1172645.2181 | 1143764.0629 | 28881.1552 | 854190.6655 | 1746987.3172 | -892796.6517 |
Total P&L (%) | 1172.6452 | 1143.7641 | 28.8812 | 854.1907 | 1746.9873 | -892.7967 |
Avg Daily Profit (%) | 0.647 | 0.6311 | 0.0159 | 0.1245 | 0.161 | 0 |
Buy And Hold Return (%) | 563.6364 | 563.6364 | 563.6364 | 563.6364 | 563.6364 | 563.6364 |
Max Trade Drawdown | -116540 | -70723 | -131343 | -1204528 | -795966 | -1221616 |
Profit Factor | 3.2275 | 5.3586 | 1.1094 | 1.1913 | 1.9117 | 0.6496 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 53.2258 | 45.1613 | 61.2903 | 53.2258 | 45.1613 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.8363 | 6.5069 | 0.7007 | 1.0469 | 2.3213 | 0.4103 |
Largest Winning Trade | 784775 | 784775 | 38446 | 863060 | 863060 | 433333 |
Largest Losing Trade | -64874 | -64874 | -63859 | -488695 | -453294 | -488695 |
Avg Bars in Trades | 82 | 111 | 53 | 82 | 111 | 53 |
Avg Bars in Winners | 82 | 116 | 57 | 82 | 116 | 57 |
Avg Bars in Losers | 81 | 106 | 46 | 81 | 106 | 46 |
Bars Traded | 5094 | 3442 | 1652 | 5094 | 3442 | 1652 |
Profit Streak | 116.029 | 116.029 | 120.3623 | 116.029 | 116.029 | 120.3623 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145448 | 422228 | -437220 | -203624 | 250338 | -578789 |
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{ "first_band": { "type": "alma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 216, "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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