Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353863.8143 | 321205.4664 | 32658.3479 | -321415.2353 | -112777.2502 | -208637.9851 |
Total P&L (%) | 353.8638 | 321.2055 | 32.6583 | -321.4152 | -112.7773 | -208.638 |
Avg Daily Profit (%) | 0.1894 | 0.1719 | 0.0175 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228238 | -53742 | -224213 | -1003877 | -407326 | -719823 |
Profit Factor | 1.3771 | 2.0619 | 1.0514 | 0.8556 | 0.8554 | 0.8557 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 69 | 33 | 36 | 63 | 32 | 31 |
Losing Trades | 51 | 27 | 24 | 57 | 28 | 29 |
Profitability (%) | 57.5 | 55 | 60 | 52.5 | 53.3333 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.0179 | 1.687 | 0.7009 | 0.7741 | 0.7485 | 0.8005 |
Largest Winning Trade | 59755 | 59755 | 55155 | 372242 | 97575 | 372242 |
Largest Losing Trade | -162686 | -39569 | -162686 | -707593 | -143985 | -707593 |
Avg Bars in Trades | 88 | 59 | 118 | 88 | 59 | 118 |
Avg Bars in Winners | 67 | 47 | 84 | 79 | 51 | 109 |
Avg Bars in Losers | 118 | 74 | 167 | 98 | 69 | 127 |
Bars Traded | 10668 | 3584 | 7084 | 10668 | 3584 | 7084 |
Profit Streak | 65.9906 | 67.8239 | 65.9906 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389285 | -156262 | -504992 | -580135 | -749526 | -749742 |
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{ "first_band": { "type": "dcm", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 91, "offset": 55 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 91, "offset": 55 } } }
# | 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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