Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146703.5949 | 45814.761 | 100888.8338 | 129611.4671 | 1590.9966 | 128020.4706 |
Total P&L (%) | 146.7036 | 45.8148 | 100.8888 | 129.6115 | 1.591 | 128.0205 |
Avg Daily Profit (%) | 0.2817 | 0.088 | 0.1937 | 0.1597 | 0.003 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90390 | -82451 | -35592 | -195699 | -212844 | -69818 |
Profit Factor | 1.2343 | 1.1247 | 1.3901 | 1.111 | 1.0023 | 1.2742 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 212 | 108 | 104 | 212 | 108 | 104 |
Losing Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Profitability (%) | 60.9195 | 62.069 | 59.7701 | 60.9195 | 62.069 | 59.7701 |
Ratio Avg Win / Avg Loss | 0.7918 | 0.6873 | 0.9356 | 0.7127 | 0.6125 | 0.8576 |
Largest Winning Trade | 14861 | 14692 | 14861 | 27961 | 26353 | 27961 |
Largest Losing Trade | -29650 | -28481 | -29650 | -87142 | -87142 | -56954 |
Avg Bars in Trades | 71 | 75 | 67 | 71 | 75 | 67 |
Avg Bars in Winners | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Losers | 105 | 123 | 89 | 105 | 123 | 89 |
Bars Traded | 24773 | 13099 | 11674 | 24773 | 13099 | 11674 |
Profit Streak | 5.6448 | 8.6656 | 5.6448 | 5.6448 | 8.6656 | 5.6448 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366314 | -160282 | 298514 | -88967 | -572216 | 262156 |
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{ "first_band": { "type": "dcm", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 92, "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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