Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242598.4124 | 169447.4498 | 73150.9626 | 43971.6277 | 42415.7955 | 1555.8321 |
Total P&L (%) | 242.5984 | 169.4475 | 73.151 | 43.9716 | 42.4158 | 1.5558 |
Avg Daily Profit (%) | 0.1774 | 0.1239 | 0.0535 | 0.0267 | 0.0259 | 0.0011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147879 | -132797 | -84347 | -471965 | -500868 | -327544 |
Profit Factor | 1.3563 | 1.4209 | 1.2628 | 1.022 | 1.0371 | 1.0018 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 44.5378 | 33.8983 | 55 | 44.5378 | 33.8983 | 55 |
Ratio Avg Win / Avg Loss | 1.689 | 2.7708 | 1.0332 | 1.2727 | 2.0223 | 0.8197 |
Largest Winning Trade | 137484 | 137484 | 30773 | 223999 | 223999 | 101287 |
Largest Losing Trade | -36778 | -23440 | -36778 | -121265 | -88843 | -121265 |
Avg Bars in Trades | 64 | 81 | 47 | 64 | 81 | 47 |
Avg Bars in Winners | 86 | 123 | 64 | 86 | 123 | 64 |
Avg Bars in Losers | 46 | 60 | 27 | 46 | 60 | 27 |
Bars Traded | 7696 | 4824 | 2872 | 7696 | 4824 | 2872 |
Profit Streak | 48.3708 | 48.3708 | 87.2042 | 48.3708 | 48.3708 | 87.2042 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308728 | -208317 | -288796 | -355822 | -521621 | -744433 |
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{ "first_band": { "type": "alma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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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