Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2094281.0042 | 2163196.5638 | -68915.5596 | 6835.5115 | 171627.8538 | -164792.3423 |
Total P&L (%) | 2094.281 | 2163.1966 | -68.9156 | 6.8355 | 171.6279 | -164.7923 |
Avg Daily Profit (%) | 1.1264 | 1.1634 | -0.0371 | 0.0036 | 0.0538 | 0 |
Buy And Hold Return (%) | 249.6607 | 249.6607 | 249.6607 | 249.6607 | 249.6607 | 249.6607 |
Max Trade Drawdown | -160754 | -120851 | -99306 | -887961 | -544447 | -437342 |
Profit Factor | 3.1032 | 4.9936 | 0.8482 | 1.0026 | 1.1111 | 0.8453 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 41.0256 | 43.1034 | 38.9831 | 41.0256 | 43.1034 | 38.9831 |
Ratio Avg Win / Avg Loss | 4.4608 | 6.5915 | 1.3277 | 1.4413 | 1.4666 | 1.323 |
Largest Winning Trade | 2014417 | 2014417 | 55553 | 632168 | 632168 | 247115 |
Largest Losing Trade | -47703 | -47703 | -37707 | -282760 | -282760 | -115252 |
Avg Bars in Trades | 94 | 150 | 38 | 94 | 150 | 38 |
Avg Bars in Winners | 135 | 218 | 45 | 135 | 218 | 45 |
Avg Bars in Losers | 65 | 99 | 34 | 65 | 99 | 34 |
Bars Traded | 11034 | 8756 | 2278 | 11034 | 8756 | 2278 |
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 | 583163 | -161465 | -760353 | -574668 | -567991 | -760353 |
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{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 60, "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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