Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2033021.2025 | 1885902.564 | 147118.6385 | 17959756.7415 | 5006577.519 | 12953179.2225 |
Total P&L (%) | 2033.0212 | 1885.9026 | 147.1186 | 17959.7567 | 5006.5775 | 12953.1792 |
Avg Daily Profit (%) | 0.8619 | 0.7995 | 0.0624 | 0.2205 | 0.1669 | 0.2067 |
Buy And Hold Return (%) | 567.2566 | 567.2566 | 567.2566 | 567.2566 | 567.2566 | 567.2566 |
Max Trade Drawdown | -91712 | -116677 | -31426 | -6783801 | -5714110 | -3494772 |
Profit Factor | 6.0241 | 9.3097 | 1.8279 | 1.7912 | 1.3568 | 2.4945 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 38.4615 | 35.8974 | 41.0256 | 38.4615 | 35.8974 | 41.0256 |
Ratio Avg Win / Avg Loss | 9.6386 | 16.6245 | 2.6276 | 2.8659 | 2.4228 | 3.5859 |
Largest Winning Trade | 1490521 | 1490521 | 64345 | 9726880 | 6831670 | 9726880 |
Largest Losing Trade | -30241 | -30241 | -18776 | -2561118 | -2478157 | -2561118 |
Avg Bars in Trades | 178 | 169 | 186 | 178 | 169 | 186 |
Avg Bars in Winners | 291 | 320 | 266 | 291 | 320 | 266 |
Avg Bars in Losers | 107 | 85 | 130 | 107 | 85 | 130 |
Bars Traded | 13894 | 6628 | 7266 | 13894 | 6628 | 7266 |
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 | -24108 | 482534 | -275426 | -31654 | 137981 | 337697 |
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{ "first_band": { "type": "alma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "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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