Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401227.6446 | 229915.9149 | 171311.7297 | -195594.3635 | -384553.0092 | 188958.6458 |
Total P&L (%) | 401.2276 | 229.9159 | 171.3117 | -195.5944 | -384.553 | 188.9586 |
Avg Daily Profit (%) | 0.2417 | 0.1385 | 0.1032 | 0 | 0 | 0.0639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179108 | -79030 | -135005 | -1366960 | -570399 | -864795 |
Profit Factor | 1.5097 | 1.7709 | 1.3503 | 0.9284 | 0.6243 | 1.1107 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 70 | 30 | 40 | 44 | 27 | 17 |
Losing Trades | 44 | 27 | 17 | 70 | 30 | 40 |
Profitability (%) | 61.4035 | 52.6316 | 70.1754 | 38.5965 | 47.3684 | 29.8246 |
Ratio Avg Win / Avg Loss | 0.9489 | 1.5938 | 0.5739 | 1.477 | 0.6937 | 2.6133 |
Largest Winning Trade | 152193 | 152193 | 42486 | 914874 | 152193 | 914874 |
Largest Losing Trade | -135005 | -43085 | -135005 | -276108 | -189963 | -276108 |
Avg Bars in Trades | 56 | 35 | 78 | 56 | 35 | 78 |
Avg Bars in Winners | 53 | 32 | 69 | 55 | 37 | 85 |
Avg Bars in Losers | 61 | 38 | 99 | 57 | 33 | 74 |
Bars Traded | 6461 | 2010 | 4451 | 6461 | 2010 | 4451 |
Profit Streak | 66.8428 | 90.3428 | 66.8428 | 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 | 392145 | -183530 | -232950 | -583243 | -761856 | -394134 |
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{ "first_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 82, "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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