Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991648.0746 | 997032.5753 | -5384.5007 | 285373.979 | 157724.7951 | 127649.184 |
Total P&L (%) | 991.6481 | 997.0326 | -5.3845 | 285.374 | 157.7248 | 127.6492 |
Avg Daily Profit (%) | 0.3954 | 0.3975 | -0.0021 | 0.0538 | 0.0378 | 0.0328 |
Buy And Hold Return (%) | 304.5729 | 304.5729 | 304.5729 | 304.5729 | 304.5729 | 304.5729 |
Max Trade Drawdown | -106752 | -92718 | -55300 | -489663 | -423427 | -84091 |
Profit Factor | 3.2448 | 4.4441 | 0.9646 | 1.1992 | 1.146 | 1.3622 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 45.2055 | 41.6667 | 48.6486 | 45.2055 | 41.6667 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.9331 | 6.2217 | 1.0182 | 1.4535 | 1.6044 | 1.4379 |
Largest Winning Trade | 997923 | 997923 | 22305 | 331731 | 331731 | 81407 |
Largest Losing Trade | -35834 | -35834 | -25342 | -227209 | -227209 | -64072 |
Avg Bars in Trades | 124 | 209 | 42 | 124 | 209 | 42 |
Avg Bars in Winners | 183 | 358 | 38 | 183 | 358 | 38 |
Avg Bars in Losers | 75 | 102 | 45 | 75 | 102 | 45 |
Bars Traded | 9083 | 7526 | 1557 | 9083 | 7526 | 1557 |
Profit Streak | 173.879 | 183.129 | 173.879 | 173.879 | 183.129 | 173.879 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64146 | 417190 | -579048 | -365475 | -369741 | -314316 |
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{ "first_band": { "type": "alma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 115, "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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