Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215240.535 | 500574.3445 | -285333.8095 | -161066.8718 | 6811579.4161 | -6972646.2879 |
Total P&L (%) | 215.2405 | 500.5743 | -285.3338 | -161.0669 | 6811.5794 | -6972.6463 |
Avg Daily Profit (%) | 0.1203 | 0.2798 | -0.1595 | 0 | 0.237 | 0 |
Buy And Hold Return (%) | 511.9594 | 511.9594 | 511.9594 | 511.9594 | 511.9594 | 511.9594 |
Max Trade Drawdown | -452586 | -211582 | -345866 | -9904160 | -1698655 | -9904160 |
Profit Factor | 1.2375 | 2.2188 | 0.4243 | 0.9884 | 3.5649 | 0.3772 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 22 | 23 | 45 | 25 | 20 |
Losing Trades | 39 | 20 | 19 | 39 | 17 | 22 |
Profitability (%) | 53.5714 | 52.381 | 54.7619 | 53.5714 | 59.5238 | 47.619 |
Ratio Avg Win / Avg Loss | 1.0725 | 2.0171 | 0.3505 | 0.8566 | 2.4241 | 0.415 |
Largest Winning Trade | 267543 | 267543 | 26779 | 3364712 | 2194739 | 3364712 |
Largest Losing Trade | -244978 | -68426 | -244978 | -9904160 | -966905 | -9904160 |
Avg Bars in Trades | 83 | 138 | 28 | 83 | 138 | 28 |
Avg Bars in Winners | 52 | 83 | 22 | 117 | 186 | 31 |
Avg Bars in Losers | 119 | 199 | 34 | 44 | 68 | 25 |
Bars Traded | 7022 | 5834 | 1187 | 7022 | 5834 | 1187 |
Profit Streak | 0 | 0 | 0 | 11.1538 | 12.1538 | 11.1538 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197777 | -152483 | -579839 | -578997 | 611847 | -580744 |
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{ "first_band": { "type": "dcl", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 92, "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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