Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1237845.9993 | 1179941.767 | 57904.2323 | 1201428.6768 | 2822690.6173 | -1621261.9405 |
Total P&L (%) | 1237.846 | 1179.9418 | 57.9042 | 1201.4287 | 2822.6906 | -1621.2619 |
Avg Daily Profit (%) | 0.5942 | 0.5664 | 0.0278 | 0.1232 | 0.1621 | 0 |
Buy And Hold Return (%) | 210.4966 | 210.4966 | 210.4966 | 210.4966 | 210.4966 | 210.4966 |
Max Trade Drawdown | -180396 | -138822 | -99416 | -5757284 | -3527323 | -3183309 |
Profit Factor | 2.9081 | 4.0596 | 1.2201 | 1.1071 | 1.45 | 0.6719 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 46.1538 | 46.1538 | 46.1538 | 46.1538 | 46.1538 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.3928 | 4.7362 | 1.4235 | 1.2917 | 1.6916 | 0.7839 |
Largest Winning Trade | 704323 | 704323 | 48846 | 5388190 | 5388190 | 874067 |
Largest Losing Trade | -44588 | -33221 | -44588 | -1950336 | -1396263 | -1950336 |
Avg Bars in Trades | 188 | 267 | 108 | 188 | 267 | 108 |
Avg Bars in Winners | 253 | 363 | 142 | 253 | 363 | 142 |
Avg Bars in Losers | 132 | 185 | 79 | 132 | 185 | 79 |
Bars Traded | 24443 | 17382 | 7061 | 24443 | 17382 | 7061 |
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 | 542231 | -116109 | -455383 | -132757 | -123628 | -714231 |
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{ "first_band": { "type": "alma", "factors": { "length": 67, "offset": 215 } }, "second_band": { "type": "dcu", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 67, "offset": 215 } }, "second_band": { "type": "dcu", "factors": { "length": 137, "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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