Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1594903.3805 | 1567803.8872 | 27099.4933 | 1505753.3741 | 971665.9071 | 534087.467 |
Total P&L (%) | 1594.9034 | 1567.8039 | 27.0995 | 1505.7534 | 971.6659 | 534.0875 |
Avg Daily Profit (%) | 0.7241 | 0.7118 | 0.0123 | 0.1261 | 0.1077 | 0.0839 |
Buy And Hold Return (%) | 559.6497 | 559.6497 | 559.6497 | 559.6497 | 559.6497 | 559.6497 |
Max Trade Drawdown | -107458 | -147686 | -44386 | -966309 | -1361587 | -251972 |
Profit Factor | 4.1721 | 5.0995 | 1.2252 | 1.4887 | 1.3887 | 1.9182 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 43.9655 | 34.4828 | 53.4483 | 43.9655 | 34.4828 | 53.4483 |
Ratio Avg Win / Avg Loss | 5.3174 | 9.6891 | 1.0671 | 1.8974 | 2.6386 | 1.6707 |
Largest Winning Trade | 1207369 | 1207369 | 13779 | 1123541 | 1123541 | 105968 |
Largest Losing Trade | -58756 | -58756 | -14206 | -211989 | -211989 | -84261 |
Avg Bars in Trades | 55 | 102 | 7 | 55 | 102 | 7 |
Avg Bars in Winners | 73 | 175 | 7 | 73 | 175 | 7 |
Avg Bars in Losers | 40 | 63 | 8 | 40 | 63 | 8 |
Bars Traded | 6405 | 5944 | 461 | 6405 | 5944 | 461 |
Profit Streak | 99.2368 | 102.2368 | 0 | 99.2368 | 102.2368 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539337 | -168814 | -521884 | -26751 | -241458 | -422003 |
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{ "first_band": { "type": "alma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 50, "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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