Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638807.7477 | 514850.7623 | 123956.9854 | 490028.9341 | 173763.7308 | 316265.2033 |
Total P&L (%) | 638.8077 | 514.8508 | 123.957 | 490.0289 | 173.7637 | 316.2652 |
Avg Daily Profit (%) | 0.3359 | 0.2707 | 0.0652 | 0.0934 | 0.053 | 0.075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114223 | -84906 | -98226 | -213938 | -298937 | -128696 |
Profit Factor | 2.6824 | 3.4447 | 1.7331 | 1.5268 | 1.3299 | 1.784 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 50.8475 | 44.8276 | 56.6667 | 50.8475 | 44.8276 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.593 | 4.2396 | 1.3253 | 1.4759 | 1.6367 | 1.3643 |
Largest Winning Trade | 513837 | 513837 | 33647 | 193924 | 193924 | 91712 |
Largest Losing Trade | -48318 | -34552 | -48318 | -83301 | -83301 | -79913 |
Avg Bars in Trades | 118 | 179 | 60 | 118 | 179 | 60 |
Avg Bars in Winners | 147 | 248 | 71 | 147 | 248 | 71 |
Avg Bars in Losers | 88 | 123 | 46 | 88 | 123 | 46 |
Bars Traded | 7016 | 5204 | 1812 | 7016 | 5204 | 1812 |
Profit Streak | 0 | 531.2916 | 0 | 0 | 531.2916 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165073 | 494906 | -102919 | -246238 | -122294 | -89703 |
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{ "first_band": { "type": "alma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 99, "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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