Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109916.5402 | 350469.7543 | -240553.2141 | -101528.3322 | -38387.6081 | -63140.7241 |
Total P&L (%) | 109.9165 | 350.4698 | -240.5532 | -101.5283 | -38.3876 | -63.1407 |
Avg Daily Profit (%) | 0.0528 | 0.1682 | -0.1155 | 0 | -0.0232 | -0.0479 |
Buy And Hold Return (%) | 81.7978 | 81.7978 | 81.7978 | 81.7978 | 81.7978 | 81.7978 |
Max Trade Drawdown | -335993 | -74087 | -415664 | -120629 | -54997 | -94697 |
Profit Factor | 1.0566 | 1.5117 | 0.8089 | 0.5938 | 0.6316 | 0.5667 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 187 | 92 | 95 | 150 | 80 | 70 |
Losing Trades | 148 | 76 | 72 | 185 | 88 | 97 |
Profitability (%) | 55.8209 | 54.7619 | 56.8862 | 44.7761 | 47.619 | 41.9162 |
Ratio Avg Win / Avg Loss | 0.8362 | 1.2488 | 0.613 | 0.7323 | 0.6948 | 0.7853 |
Largest Winning Trade | 102657 | 102657 | 56543 | 22073 | 10087 | 22073 |
Largest Losing Trade | -142956 | -45160 | -142956 | -50019 | -50019 | -25969 |
Avg Bars in Trades | 73 | 56 | 91 | 73 | 56 | 91 |
Avg Bars in Winners | 56 | 41 | 70 | 88 | 70 | 109 |
Avg Bars in Losers | 95 | 73 | 119 | 61 | 43 | 78 |
Bars Traded | 24701 | 9425 | 15276 | 24701 | 9425 | 15276 |
Profit Streak | 1.3565 | 10.0231 | 0 | 0 | 0 | 24.2731 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -341395 | 301063 | -579566 | -581057 | -581379 | -583058 |
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{ "first_band": { "type": "dcm", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 120, "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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