Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327018.5407 | 286700.27 | 40318.2707 | 37896.0954 | 421262.6566 | -383366.5613 |
Total P&L (%) | 327.0185 | 286.7003 | 40.3183 | 37.8961 | 421.2627 | -383.3666 |
Avg Daily Profit (%) | 0.1841 | 0.1614 | 0.0227 | 0.0181 | 0.093 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124268 | -91416 | -100887 | -665181 | -282880 | -538454 |
Profit Factor | 1.482 | 1.7999 | 1.126 | 1.0179 | 1.423 | 0.657 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 52.3364 | 51.8519 | 52.8302 | 52.3364 | 51.8519 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.3497 | 1.6713 | 1.0053 | 0.927 | 1.3214 | 0.5866 |
Largest Winning Trade | 192526 | 192526 | 65480 | 511390 | 511390 | 148037 |
Largest Losing Trade | -52342 | -38532 | -52342 | -254670 | -126746 | -254670 |
Avg Bars in Trades | 31 | 22 | 41 | 31 | 22 | 41 |
Avg Bars in Winners | 42 | 23 | 60 | 42 | 23 | 60 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 3419 | 1219 | 2200 | 3419 | 1219 | 2200 |
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 | 333684 | -168832 | -426358 | -372973 | -247494 | -760466 |
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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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