Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885400.5886 | 706463.1221 | 178937.4665 | 7101993.6847 | 5476965.9679 | 1625027.7168 |
Total P&L (%) | 885.4006 | 706.4631 | 178.9375 | 7101.9937 | 5476.966 | 1625.0277 |
Avg Daily Profit (%) | 0.4251 | 0.3392 | 0.0859 | 0.2056 | 0.1933 | 0.1368 |
Buy And Hold Return (%) | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 |
Max Trade Drawdown | -146293 | -79985 | -180539 | -6380405 | -3661092 | -5781968 |
Profit Factor | 1.5608 | 1.968 | 1.2108 | 1.1651 | 1.2713 | 1.0712 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 202 | 108 | 94 | 202 | 108 | 94 |
Losing Trades | 179 | 82 | 97 | 179 | 82 | 97 |
Profitability (%) | 53.0184 | 56.8421 | 49.2147 | 53.0184 | 56.8421 | 49.2147 |
Ratio Avg Win / Avg Loss | 1.3831 | 1.4942 | 1.2494 | 1.0324 | 0.9652 | 1.1053 |
Largest Winning Trade | 86630 | 86630 | 46714 | 2388877 | 2388877 | 1925604 |
Largest Losing Trade | -50492 | -38770 | -50492 | -2231428 | -1873371 | -2231428 |
Avg Bars in Trades | 64 | 54 | 74 | 64 | 54 | 74 |
Avg Bars in Winners | 71 | 52 | 92 | 71 | 52 | 92 |
Avg Bars in Losers | 57 | 57 | 56 | 57 | 57 | 56 |
Bars Traded | 24649 | 10439 | 14210 | 24649 | 10439 | 14210 |
Profit Streak | 0 | 16.8432 | 0 | 0 | 16.8432 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504807 | 495107 | -80855 | -28497 | 292313 | -152067 |
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{ "first_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 39, "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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