Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370978.1031 | 315138.8778 | 55839.2253 | 28535.0309 | 269824.8001 | -241289.7692 |
Total P&L (%) | 370.9781 | 315.1389 | 55.8392 | 28.535 | 269.8248 | -241.2898 |
Avg Daily Profit (%) | 0.1704 | 0.1447 | 0.0256 | 0.0115 | 0.0601 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179393 | -149894 | -101173 | -1668867 | -993493 | -884199 |
Profit Factor | 1.4401 | 1.7659 | 1.1294 | 1.0076 | 1.1432 | 0.8707 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 51.0345 | 53.4247 | 48.6111 | 51.0345 | 53.4247 | 48.6111 |
Ratio Avg Win / Avg Loss | 1.3818 | 1.5395 | 1.194 | 0.9668 | 0.9966 | 0.9205 |
Largest Winning Trade | 254278 | 254278 | 57755 | 568267 | 568267 | 283016 |
Largest Losing Trade | -42100 | -40250 | -42100 | -339680 | -339680 | -316222 |
Avg Bars in Trades | 56 | 37 | 74 | 56 | 37 | 74 |
Avg Bars in Winners | 51 | 35 | 69 | 51 | 35 | 69 |
Avg Bars in Losers | 60 | 40 | 79 | 60 | 40 | 79 |
Bars Traded | 8138 | 2763 | 5375 | 8138 | 2763 | 5375 |
Profit Streak | 81.9104 | 82.6604 | 81.9104 | 81.9104 | 82.6604 | 81.9104 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366929 | -66765 | -317139 | -392616 | -247653 | -660218 |
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{ "first_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 22, "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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