Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1140604.3646 | 982016.8898 | 158587.4747 | 8690553.0108 | 5175850.4391 | 3514702.5717 |
Total P&L (%) | 1140.6044 | 982.0169 | 158.5875 | 8690.553 | 5175.8504 | 3514.7026 |
Avg Daily Profit (%) | 0.6185 | 0.5325 | 0.086 | 0.243 | 0.2153 | 0.1947 |
Buy And Hold Return (%) | 187.4699 | 187.4699 | 187.4699 | 187.4699 | 187.4699 | 187.4699 |
Max Trade Drawdown | -122629 | -96354 | -74253 | -1479118 | -1714537 | -961020 |
Profit Factor | 4.4378 | 6.1093 | 2.1361 | 2.3541 | 2.2448 | 2.5552 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 48.3333 | 46.6667 | 50 | 48.3333 | 46.6667 | 50 |
Ratio Avg Win / Avg Loss | 4.7438 | 6.9821 | 2.1361 | 2.5164 | 2.5655 | 2.5552 |
Largest Winning Trade | 729797 | 729797 | 56311 | 3617182 | 3617182 | 1939964 |
Largest Losing Trade | -36010 | -36010 | -31011 | -853891 | -853891 | -531859 |
Avg Bars in Trades | 59 | 78 | 40 | 59 | 78 | 40 |
Avg Bars in Winners | 90 | 123 | 60 | 90 | 123 | 60 |
Avg Bars in Losers | 30 | 39 | 20 | 30 | 39 | 20 |
Bars Traded | 3588 | 2364 | 1224 | 3588 | 2364 | 1224 |
Profit Streak | 0 | 0 | 155.613 | 0 | 0 | 155.613 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155760 | 608040 | -239323 | -161258 | 399500 | 482144 |
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{ "first_band": { "type": "alma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "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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