Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225383.9688 | 954759.9541 | 270624.0147 | 221299384.6084 | 224522039.6061 | -3222654.9977 |
Total P&L (%) | 1225.384 | 954.76 | 270.624 | 221299.3846 | 224522.0396 | -3222.655 |
Avg Daily Profit (%) | 0.4901 | 0.3818 | 0.1082 | 0.3085 | 0.3091 | 0 |
Buy And Hold Return (%) | 823.0961 | 823.0961 | 823.0961 | 823.0961 | 823.0961 | 823.0961 |
Max Trade Drawdown | -65421 | -70410 | -66323 | -25577815 | -13101355 | -34864793 |
Profit Factor | 6.2075 | 8.9772 | 3.3405 | 4.5962 | 13.1859 | 0.9253 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 75 | 75 | 75 | 75 | 75 | 75 |
Ratio Avg Win / Avg Loss | 2.0692 | 2.9924 | 1.1135 | 1.5321 | 4.3953 | 0.3084 |
Largest Winning Trade | 352445 | 352445 | 59469 | 153531783 | 153531783 | 10823477 |
Largest Losing Trade | -65126 | -30291 | -65126 | -25577815 | -13101355 | -25577815 |
Avg Bars in Trades | 63 | 77 | 49 | 63 | 77 | 49 |
Avg Bars in Winners | 73 | 86 | 61 | 73 | 86 | 61 |
Avg Bars in Losers | 32 | 52 | 13 | 32 | 52 | 13 |
Bars Traded | 4587 | 2803 | 1784 | 4587 | 2803 | 1784 |
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 | -74936 | -94653 | -205765 | -63795 | 746535 | -577539 |
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{ "first_band": { "type": "alma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "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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