Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135618.7809 | 109183.9582 | 26434.8227 | 166747.5563 | 141582.4181 | 25165.1383 |
Total P&L (%) | 135.6188 | 109.184 | 26.4348 | 166.7476 | 141.5824 | 25.1651 |
Avg Daily Profit (%) | 0.2604 | 0.2096 | 0.0508 | 0.1886 | 0.1695 | 0.0431 |
Buy And Hold Return (%) | 38.6908 | 38.6908 | 38.6908 | 38.6908 | 38.6908 | 38.6908 |
Max Trade Drawdown | -73772 | -59800 | -34127 | -65214 | -50122 | -38399 |
Profit Factor | 1.4672 | 1.6101 | 1.2374 | 1.5737 | 1.8822 | 1.1934 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 63.6364 | 60.6061 | 66.6667 | 63.6364 | 60.6061 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8384 | 1.0465 | 0.6187 | 0.8993 | 1.2234 | 0.5967 |
Largest Winning Trade | 15951 | 15951 | 9970 | 29143 | 29143 | 19269 |
Largest Losing Trade | -26828 | -26828 | -22465 | -23381 | -18594 | -23381 |
Avg Bars in Trades | 186 | 280 | 92 | 186 | 280 | 92 |
Avg Bars in Winners | 130 | 198 | 68 | 130 | 198 | 68 |
Avg Bars in Losers | 285 | 408 | 140 | 285 | 408 | 140 |
Bars Traded | 24623 | 18542 | 6081 | 24623 | 18542 | 6081 |
Profit Streak | 7.2307 | 45.5432 | 7.2307 | 7.2307 | 45.5432 | 7.2307 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273980 | -115404 | -414782 | 301067 | -114478 | -432511 |
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{ "first_band": { "type": "dcl", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 217, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 217, "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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