Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166996.0871 | 346895.7022 | -179899.6151 | -27854.1498 | 40750.4569 | -68604.6067 |
Total P&L (%) | 166.9961 | 346.8957 | -179.8996 | -27.8542 | 40.7505 | -68.6046 |
Avg Daily Profit (%) | 0.0857 | 0.1781 | -0.0923 | -0.0168 | 0.0175 | -0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -345210 | -44247 | -391628 | -88530 | -30180 | -98483 |
Profit Factor | 1.1889 | 2.6676 | 0.7338 | 0.9266 | 1.3769 | 0.7471 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 21 | 22 | 47 | 23 | 24 |
Losing Trades | 45 | 23 | 22 | 41 | 21 | 20 |
Profitability (%) | 48.8636 | 47.7273 | 50 | 53.4091 | 52.2727 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2442 | 2.9216 | 0.7338 | 0.8083 | 1.2572 | 0.6226 |
Largest Winning Trade | 199916 | 199916 | 66451 | 46344 | 33791 | 46344 |
Largest Losing Trade | -191184 | -24777 | -191184 | -44151 | -13825 | -44151 |
Avg Bars in Trades | 259 | 86 | 431 | 259 | 86 | 431 |
Avg Bars in Winners | 402 | 120 | 672 | 351 | 94 | 597 |
Avg Bars in Losers | 122 | 55 | 191 | 153 | 78 | 232 |
Bars Traded | 22812 | 3821 | 18991 | 22812 | 3821 | 18991 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91403 | 421082 | -580719 | -580101 | -170657 | -580130 |
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{ "first_band": { "type": "alma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 95, "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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