Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785285.199 | 695558.9892 | 89726.2098 | 2565103.3082 | 1675000.915 | 890102.3933 |
Total P&L (%) | 785.2852 | 695.559 | 89.7262 | 2565.1033 | 1675.0009 | 890.1024 |
Avg Daily Profit (%) | 0.3141 | 0.2782 | 0.0359 | 0.1314 | 0.1151 | 0.0917 |
Buy And Hold Return (%) | 272.484 | 272.484 | 272.484 | 272.484 | 272.484 | 272.484 |
Max Trade Drawdown | -74029 | -49120 | -35686 | -1395599 | -1272307 | -768235 |
Profit Factor | 2.5645 | 3.7212 | 1.3643 | 1.3817 | 1.4417 | 1.3039 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.1751 | 4.6071 | 1.6891 | 1.7107 | 1.785 | 1.6144 |
Largest Winning Trade | 447836 | 447836 | 42281 | 1180882 | 1180882 | 545158 |
Largest Losing Trade | -26109 | -25574 | -26109 | -695662 | -695662 | -448310 |
Avg Bars in Trades | 78 | 76 | 79 | 78 | 76 | 79 |
Avg Bars in Winners | 118 | 115 | 121 | 118 | 115 | 121 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 7348 | 3593 | 3754 | 7348 | 3593 | 3754 |
Profit Streak | 0 | 0 | 79.6424 | 0 | 0 | 79.6424 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319263 | 362410 | -310577 | -17337 | -39409 | -73160 |
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{ "first_band": { "type": "alma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "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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