Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507730.6583 | 494966.5092 | 12764.1491 | -19469.1063 | 430157.7079 | -449626.8142 |
Total P&L (%) | 507.7307 | 494.9665 | 12.7641 | -19.4691 | 430.1577 | -449.6268 |
Avg Daily Profit (%) | 0.2131 | 0.2077 | 0.0054 | -0.0091 | 0.07 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138232 | -57924 | -195225 | -701862 | -149125 | -582018 |
Profit Factor | 1.5926 | 2.7737 | 1.0221 | 0.9897 | 1.7537 | 0.6603 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 39.5833 | 39.5833 | 39.5833 | 39.5833 | 39.5833 | 39.5833 |
Ratio Avg Win / Avg Loss | 2.4308 | 4.2336 | 1.56 | 1.5106 | 2.6767 | 1.0078 |
Largest Winning Trade | 168583 | 168583 | 72368 | 217694 | 217694 | 172632 |
Largest Losing Trade | -84454 | -22716 | -84454 | -344327 | -119843 | -344327 |
Avg Bars in Trades | 48 | 27 | 70 | 48 | 27 | 70 |
Avg Bars in Winners | 85 | 42 | 128 | 85 | 42 | 128 |
Avg Bars in Losers | 24 | 17 | 32 | 24 | 17 | 32 |
Bars Traded | 4682 | 1297 | 3385 | 4682 | 1297 | 3385 |
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 | 264151 | 334653 | -464520 | -581795 | -99805 | -583073 |
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{ "first_band": { "type": "alma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 11, "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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