Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343936.0011 | 379249.4994 | -35313.4984 | 27422.357 | 146385.423 | -118963.0659 |
Total P&L (%) | 343.936 | 379.2495 | -35.3135 | 27.4224 | 146.3854 | -118.9631 |
Avg Daily Profit (%) | 0.1874 | 0.2066 | -0.0192 | 0.0132 | 0.0491 | 0 |
Buy And Hold Return (%) | 98.1087 | 98.1087 | 98.1087 | 98.1087 | 98.1087 | 98.1087 |
Max Trade Drawdown | -111176 | -64250 | -81010 | -389393 | -213335 | -219048 |
Profit Factor | 1.6334 | 2.4251 | 0.8725 | 1.0195 | 1.1895 | 0.8134 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 43.662 | 48.5714 | 38.8889 | 43.662 | 48.5714 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.1076 | 2.5677 | 1.371 | 1.3154 | 1.2595 | 1.2782 |
Largest Winning Trade | 296960 | 296960 | 41501 | 204770 | 204770 | 91371 |
Largest Losing Trade | -40500 | -35999 | -40500 | -121440 | -121440 | -110861 |
Avg Bars in Trades | 73 | 87 | 59 | 73 | 87 | 59 |
Avg Bars in Winners | 93 | 100 | 85 | 93 | 100 | 85 |
Avg Bars in Losers | 58 | 75 | 43 | 58 | 75 | 43 |
Bars Traded | 5235 | 3079 | 2156 | 5235 | 3079 | 2156 |
Profit Streak | 0 | 117.9229 | 0 | 0 | 117.9229 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85797 | 372587 | -583434 | -633850 | -151600 | -583434 |
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{ "first_band": { "type": "alma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 181, "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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