Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676416.2925 | 723789.5021 | -47373.2096 | -60199.8159 | 709357.424 | -769557.2399 |
Total P&L (%) | 676.4163 | 723.7895 | -47.3732 | -60.1998 | 709.3574 | -769.5572 |
Avg Daily Profit (%) | 0.3656 | 0.3912 | -0.0256 | -0.0498 | 0.1131 | 0 |
Buy And Hold Return (%) | 151.24 | 151.24 | 151.24 | 151.24 | 151.24 | 151.24 |
Max Trade Drawdown | -307554 | -188150 | -233888 | -1068990 | -218816 | -956753 |
Profit Factor | 1.5352 | 2.1564 | 0.9258 | 0.9652 | 2.4631 | 0.3827 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 49.1667 | 45 | 53.3333 | 49.1667 | 45 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.5872 | 2.6356 | 0.81 | 0.998 | 3.0105 | 0.3349 |
Largest Winning Trade | 339603 | 339603 | 49351 | 456604 | 456604 | 152247 |
Largest Losing Trade | -81028 | -46833 | -81028 | -821326 | -129031 | -821326 |
Avg Bars in Trades | 91 | 101 | 81 | 91 | 101 | 81 |
Avg Bars in Winners | 115 | 143 | 91 | 115 | 143 | 91 |
Avg Bars in Losers | 68 | 66 | 69 | 68 | 66 | 69 |
Bars Traded | 21915 | 12160 | 9755 | 21915 | 12160 | 9755 |
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 | 403720 | 362523 | -580581 | -579846 | -40717 | -580581 |
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{ "first_band": { "type": "alma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "offset": 28 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "offset": 28 } } }
# | 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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