Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142491.5542 | 69272.8759 | 73218.6783 | 212405.1561 | 135900.9077 | 76504.2485 |
Total P&L (%) | 142.4916 | 69.2729 | 73.2187 | 212.4052 | 135.9009 | 76.5042 |
Avg Daily Profit (%) | 0.5472 | 0.266 | 0.2812 | 0.4384 | 0.3301 | 0.2184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31423 | -17823 | -27452 | -112217 | -59195 | -80423 |
Profit Factor | 1.6518 | 1.7869 | 1.5607 | 1.4008 | 1.646 | 1.2394 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 43.3333 | 40 | 46.6667 | 43.3333 | 40 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.16 | 2.6803 | 1.7836 | 1.8319 | 2.4689 | 1.4165 |
Largest Winning Trade | 36357 | 36357 | 19223 | 70470 | 70470 | 52620 |
Largest Losing Trade | -9640 | -7901 | -9640 | -32750 | -29646 | -32750 |
Avg Bars in Trades | 205 | 109 | 301 | 205 | 109 | 301 |
Avg Bars in Winners | 315 | 174 | 435 | 315 | 174 | 435 |
Avg Bars in Losers | 121 | 66 | 183 | 121 | 66 | 183 |
Bars Traded | 24654 | 6585 | 18069 | 24654 | 6585 | 18069 |
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 | 361685 | -163216 | -160769 | 280803 | -162892 | -164379 |
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{ "first_band": { "type": "alma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 70, "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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