Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139526.0449 | 1104979.2021 | 34546.8428 | 1781228.127 | 1251650.7962 | 529577.3309 |
Total P&L (%) | 1139.526 | 1104.9792 | 34.5468 | 1781.2281 | 1251.6508 | 529.5773 |
Avg Daily Profit (%) | 0.6285 | 0.6095 | 0.0191 | 0.162 | 0.1437 | 0.1015 |
Buy And Hold Return (%) | 477.7019 | 477.7019 | 477.7019 | 477.7019 | 477.7019 | 477.7019 |
Max Trade Drawdown | -83435 | -78836 | -95374 | -1558228 | -995528 | -808986 |
Profit Factor | 3.3001 | 5.3329 | 1.1437 | 1.4263 | 1.5334 | 1.2891 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 38.4615 | 34.375 | 42.4242 | 38.4615 | 34.375 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.2801 | 10.1809 | 1.5522 | 2.282 | 2.9273 | 1.7495 |
Largest Winning Trade | 564462 | 564462 | 74738 | 1077425 | 1077425 | 653027 |
Largest Losing Trade | -36990 | -36851 | -36990 | -595724 | -595724 | -578508 |
Avg Bars in Trades | 78 | 99 | 59 | 78 | 99 | 59 |
Avg Bars in Winners | 121 | 157 | 92 | 121 | 157 | 92 |
Avg Bars in Losers | 52 | 68 | 34 | 52 | 68 | 34 |
Bars Traded | 5121 | 3173 | 1948 | 5121 | 3173 | 1948 |
Profit Streak | 0 | 151.2268 | 0 | 0 | 151.2268 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127074 | 332670 | -397491 | -133548 | -7114 | -190846 |
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{ "first_band": { "type": "alma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcu", "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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