Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1813381.0471 | 1737449.9746 | 75931.0725 | 2801648.693 | -1088455.9791 | 3890104.6722 |
Total P&L (%) | 1813.381 | 1737.45 | 75.9311 | 2801.6487 | -1088.456 | 3890.1047 |
Avg Daily Profit (%) | 1.0118 | 0.9694 | 0.0424 | 0.1881 | 0 | 0.2059 |
Buy And Hold Return (%) | 193.4917 | 193.4917 | 193.4917 | 193.4917 | 193.4917 | 193.4917 |
Max Trade Drawdown | -109450 | -103484 | -58670 | -15537928 | -14381978 | -6871120 |
Profit Factor | 4.7446 | 7.7288 | 1.3359 | 1.0663 | 0.9515 | 1.1963 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 33.871 | 32.2581 | 35.4839 | 33.871 | 32.2581 | 35.4839 |
Ratio Avg Win / Avg Loss | 9.2633 | 16.2304 | 2.4289 | 2.0818 | 1.9982 | 2.1751 |
Largest Winning Trade | 951074 | 951074 | 65811 | 9603794 | 9603794 | 5950869 |
Largest Losing Trade | -43427 | -32755 | -43427 | -4609232 | -4087942 | -4609232 |
Avg Bars in Trades | 110 | 117 | 104 | 110 | 117 | 104 |
Avg Bars in Winners | 224 | 234 | 216 | 224 | 234 | 216 |
Avg Bars in Losers | 52 | 61 | 42 | 52 | 61 | 42 |
Bars Traded | 6863 | 3630 | 3233 | 6863 | 3630 | 3233 |
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 | -144092 | 536461 | -306366 | -303625 | -584939 | -1063 |
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{ "first_band": { "type": "alma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 170, "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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