Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14400504.4125 | 14405550.0018 | -5045.5893 | 6302825.2551 | 6329376.4216 | -26551.1665 |
Total P&L (%) | 14400.5044 | 14405.55 | -5.0456 | 6302.8253 | 6329.3764 | -26.5512 |
Avg Daily Profit (%) | 6.341 | 6.3433 | -0.0022 | 0.1833 | 0.1835 | -0.0136 |
Buy And Hold Return (%) | 8328.3143 | 8328.3143 | 8328.3143 | 8328.3143 | 8328.3143 | 8328.3143 |
Max Trade Drawdown | -163054 | -118210 | -61802 | -16692911 | -11464344 | -6535637 |
Profit Factor | 31.3055 | 48.0886 | 0.9702 | 1.2048 | 1.3198 | 0.9976 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 41.3333 | 40.5405 | 42.1053 | 41.3333 | 40.5405 | 42.1053 |
Ratio Avg Win / Avg Loss | 44.4337 | 70.53 | 1.334 | 1.71 | 1.9357 | 1.3717 |
Largest Winning Trade | 14259594 | 14259594 | 47087 | 11970654 | 11970654 | 5676238 |
Largest Losing Trade | -38657 | -38657 | -24389 | -2925610 | -2648833 | -2925610 |
Avg Bars in Trades | 172 | 241 | 105 | 172 | 241 | 105 |
Avg Bars in Winners | 230 | 308 | 158 | 230 | 308 | 158 |
Avg Bars in Losers | 131 | 195 | 67 | 131 | 195 | 67 |
Bars Traded | 12938 | 8923 | 4015 | 12938 | 8923 | 4015 |
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 | -48870 | 435887 | -582168 | -221917 | -160238 | -582168 |
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{ "first_band": { "type": "alma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 86, "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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