Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821889.5101 | 711877.1242 | 110012.3859 | 1734340.7142 | 1604471.1608 | 129869.5534 |
Total P&L (%) | 821.8895 | 711.8771 | 110.0124 | 1734.3407 | 1604.4712 | 129.8696 |
Avg Daily Profit (%) | 0.3288 | 0.2848 | 0.044 | 0.1164 | 0.1135 | 0.0333 |
Buy And Hold Return (%) | 335.1625 | 335.1625 | 335.1625 | 335.1625 | 335.1625 | 335.1625 |
Max Trade Drawdown | -107412 | -104400 | -99088 | -607811 | -479905 | -579802 |
Profit Factor | 2.5063 | 3.5107 | 1.4198 | 1.7494 | 2.338 | 1.1165 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 37 | 24 | 13 | 37 | 24 | 13 |
Profitability (%) | 61.0526 | 48.9362 | 72.9167 | 61.0526 | 48.9362 | 72.9167 |
Ratio Avg Win / Avg Loss | 1.5989 | 3.6633 | 0.5273 | 1.116 | 2.4396 | 0.4147 |
Largest Winning Trade | 382334 | 382334 | 43169 | 957859 | 957859 | 175256 |
Largest Losing Trade | -77415 | -40535 | -77415 | -517694 | -325785 | -517694 |
Avg Bars in Trades | 49 | 61 | 38 | 49 | 61 | 38 |
Avg Bars in Winners | 50 | 58 | 45 | 50 | 58 | 45 |
Avg Bars in Losers | 48 | 65 | 16 | 48 | 65 | 16 |
Bars Traded | 4726 | 2902 | 1824 | 4726 | 2902 | 1824 |
Profit Streak | 138.5332 | 138.5332 | 224.5332 | 138.5332 | 138.5332 | 224.5332 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470830 | 347048 | -296728 | -33111 | -37891 | -404233 |
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{ "first_band": { "type": "alma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 138, "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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