Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332573.1152 | 1326055.0748 | 6518.0403 | 513360.3464 | 319052.453 | 194307.8934 |
Total P&L (%) | 1332.5731 | 1326.0551 | 6.518 | 513.3603 | 319.0525 | 194.3079 |
Avg Daily Profit (%) | 0.7314 | 0.7278 | 0.0036 | 0.0996 | 0.0787 | 0.0593 |
Buy And Hold Return (%) | 632.2296 | 632.2296 | 632.2296 | 632.2296 | 632.2296 | 632.2296 |
Max Trade Drawdown | -148880 | -124363 | -68387 | -1979537 | -2058417 | -811454 |
Profit Factor | 2.5898 | 3.035 | 1.0349 | 1.0581 | 1.0459 | 1.1034 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 44.1026 | 40.2062 | 47.9592 | 44.1026 | 40.2062 | 47.9592 |
Ratio Avg Win / Avg Loss | 3.2824 | 4.5136 | 1.123 | 1.3411 | 1.5554 | 1.1973 |
Largest Winning Trade | 685176 | 685176 | 34843 | 1862762 | 1862762 | 475710 |
Largest Losing Trade | -33941 | -33941 | -24527 | -632128 | -632128 | -209865 |
Avg Bars in Trades | 17 | 34 | 1 | 17 | 34 | 1 |
Avg Bars in Winners | 23 | 49 | 1 | 23 | 49 | 1 |
Avg Bars in Losers | 13 | 24 | 1 | 13 | 24 | 1 |
Bars Traded | 3499 | 3341 | 158 | 3499 | 3341 | 158 |
Profit Streak | 92.9779 | 92.9779 | 112.4779 | 92.9779 | 92.9779 | 112.4779 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421632 | 308234 | -535338 | -381612 | -426195 | -385747 |
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{ "first_band": { "type": "alma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "dcu", "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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