Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372882.5641 | 343653.2914 | 29229.2726 | -77148.5295 | -774316.0082 | 697167.4787 |
Total P&L (%) | 372.8826 | 343.6533 | 29.2293 | -77.1485 | -774.316 | 697.1675 |
Avg Daily Profit (%) | 0.1937 | 0.1785 | 0.0152 | -0.0766 | 0 | 0.1079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226675 | -149587 | -129830 | -1881936 | -1768135 | -661747 |
Profit Factor | 1.6065 | 2.0726 | 1.0993 | 0.9778 | 0.6713 | 1.6191 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 52 | 48.6486 | 55.2632 | 52 | 48.6486 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.4829 | 2.1878 | 0.8899 | 0.9026 | 0.7086 | 1.3107 |
Largest Winning Trade | 325444 | 325444 | 46291 | 635165 | 635165 | 475615 |
Largest Losing Trade | -88832 | -40481 | -88832 | -767541 | -767541 | -482686 |
Avg Bars in Trades | 72 | 90 | 54 | 72 | 90 | 54 |
Avg Bars in Winners | 92 | 117 | 70 | 92 | 117 | 70 |
Avg Bars in Losers | 51 | 65 | 34 | 51 | 65 | 34 |
Bars Traded | 5428 | 3357 | 2071 | 5428 | 3357 | 2071 |
Profit Streak | 43.7933 | 43.7933 | 184.1266 | 43.7933 | 43.7933 | 184.1266 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50100 | 410797 | -286688 | -640375 | -580744 | -44545 |
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{ "first_band": { "type": "alma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 164, "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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