Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484187.54 | 331995.5443 | 152191.9957 | 512045.2993 | 145874.1072 | 366171.1921 |
Total P&L (%) | 484.1875 | 331.9955 | 152.192 | 512.0453 | 145.8741 | 366.1712 |
Avg Daily Profit (%) | 0.2885 | 0.1978 | 0.0907 | 0.108 | 0.0536 | 0.0918 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93970 | -145014 | -44091 | -280336 | -420775 | -169094 |
Profit Factor | 1.6392 | 1.7007 | 1.5365 | 1.2328 | 1.1063 | 1.443 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 91 | 37 | 54 | 91 | 37 | 54 |
Losing Trades | 126 | 71 | 55 | 126 | 71 | 55 |
Profitability (%) | 41.9355 | 34.2593 | 49.5413 | 41.9355 | 34.2593 | 49.5413 |
Ratio Avg Win / Avg Loss | 2.2697 | 3.2636 | 1.565 | 1.7069 | 2.1228 | 1.4697 |
Largest Winning Trade | 237863 | 237863 | 41786 | 182425 | 182425 | 79845 |
Largest Losing Trade | -26029 | -26029 | -26003 | -116580 | -116580 | -62298 |
Avg Bars in Trades | 91 | 123 | 59 | 91 | 123 | 59 |
Avg Bars in Winners | 134 | 202 | 86 | 134 | 202 | 86 |
Avg Bars in Losers | 60 | 82 | 32 | 60 | 82 | 32 |
Bars Traded | 19835 | 13371 | 6464 | 19835 | 13371 | 6464 |
Profit Streak | 29.3204 | 0 | 35.4037 | 29.3204 | 0 | 35.4037 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360776 | 159740 | -69140 | -49042 | -230230 | -69379 |
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{ "first_band": { "type": "alma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 34, "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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