Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1630174.9722 | 1647440.374 | -17265.4018 | 16814.536 | 593179.061 | -576364.5249 |
Total P&L (%) | 1630.175 | 1647.4404 | -17.2654 | 16.8145 | 593.1791 | -576.3645 |
Avg Daily Profit (%) | 0.8802 | 0.8895 | -0.0093 | 0.0084 | 0.1046 | 0 |
Buy And Hold Return (%) | 44.8752 | 44.8752 | 44.8752 | 44.8752 | 44.8752 | 44.8752 |
Max Trade Drawdown | -145294 | -140346 | -94224 | -1368492 | -805703 | -786324 |
Profit Factor | 3.1347 | 4.7489 | 0.9467 | 1.0048 | 1.3118 | 0.643 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 42.1429 | 38.5714 | 45.7143 | 42.1429 | 38.5714 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.3035 | 7.5631 | 1.1243 | 1.3794 | 2.0892 | 0.7635 |
Largest Winning Trade | 1778154 | 1778154 | 39885 | 1406223 | 1406223 | 215721 |
Largest Losing Trade | -28398 | -28398 | -24415 | -316659 | -314644 | -316659 |
Avg Bars in Trades | 51 | 61 | 42 | 51 | 61 | 42 |
Avg Bars in Winners | 72 | 89 | 59 | 72 | 89 | 59 |
Avg Bars in Losers | 36 | 43 | 28 | 36 | 43 | 28 |
Bars Traded | 7261 | 4288 | 2972 | 7261 | 4288 | 2972 |
Profit Streak | 0 | 0 | 41.6011 | 0 | 0 | 41.6011 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 595463 | -78048 | -674248 | -565346 | -150562 | -675915 |
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{ "first_band": { "type": "alma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 127, "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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