Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5810770.3006 | 5927219.4748 | -116449.1742 | 114203.3701 | 393178.0011 | -278974.631 |
Total P&L (%) | 5810.7703 | 5927.2195 | -116.4492 | 114.2034 | 393.178 | -278.9746 |
Avg Daily Profit (%) | 2.9601 | 3.0195 | -0.0593 | 0.0388 | 0.0813 | 0 |
Buy And Hold Return (%) | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 |
Max Trade Drawdown | -208262 | -83868 | -164104 | -506226 | -210073 | -346484 |
Profit Factor | 10.6649 | 22.0264 | 0.6353 | 1.0914 | 1.7456 | 0.6138 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 35.2941 | 38.2353 | 32.3529 | 35.2941 | 38.2353 | 32.3529 |
Ratio Avg Win / Avg Loss | 19.5523 | 35.581 | 1.3284 | 2.0009 | 2.8199 | 1.2835 |
Largest Winning Trade | 6013288 | 6013288 | 62581 | 519331 | 519331 | 160527 |
Largest Losing Trade | -50126 | -50126 | -34870 | -118371 | -84697 | -118371 |
Avg Bars in Trades | 167 | 212 | 122 | 167 | 212 | 122 |
Avg Bars in Winners | 318 | 398 | 224 | 318 | 398 | 224 |
Avg Bars in Losers | 84 | 96 | 73 | 84 | 96 | 73 |
Bars Traded | 11372 | 7211 | 4161 | 11372 | 7211 | 4161 |
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 | -98090 | 609733 | -585991 | -545225 | -251437 | -585991 |
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{ "first_band": { "type": "alma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 44, "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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