Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1912757.3777 | 1992506.2873 | -79748.9096 | -57109.6967 | 160531.5917 | -217641.2884 |
Total P&L (%) | 1912.7574 | 1992.5063 | -79.7489 | -57.1097 | 160.5316 | -217.6413 |
Avg Daily Profit (%) | 1.0334 | 1.0764 | -0.0431 | -0.0457 | 0.0517 | 0 |
Buy And Hold Return (%) | 140.7867 | 140.7867 | 140.7867 | 140.7867 | 140.7867 | 140.7867 |
Max Trade Drawdown | -244886 | -191474 | -130240 | -1528336 | -925080 | -760975 |
Profit Factor | 3.3911 | 5.3201 | 0.7646 | 0.9782 | 1.1052 | 0.8019 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 38.2022 | 36.3636 | 40 | 38.2022 | 36.3636 | 40 |
Ratio Avg Win / Avg Loss | 5.4857 | 9.3102 | 1.1468 | 1.5825 | 1.9341 | 1.2029 |
Largest Winning Trade | 1947122 | 1947122 | 36034 | 1088208 | 1088208 | 407445 |
Largest Losing Trade | -68264 | -57164 | -68264 | -680873 | -491659 | -680873 |
Avg Bars in Trades | 121 | 194 | 50 | 121 | 194 | 50 |
Avg Bars in Winners | 175 | 311 | 54 | 175 | 311 | 54 |
Avg Bars in Losers | 88 | 128 | 47 | 88 | 128 | 47 |
Bars Traded | 10841 | 8573 | 2268 | 10841 | 8573 | 2268 |
Profit Streak | 0 | 26.4221 | 0 | 0 | 26.4221 | 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 | 558106 | 602375 | -582934 | -582350 | -354385 | -582934 |
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{ "first_band": { "type": "alma", "factors": { "length": 126, "offset": 40 } }, "second_band": { "type": "dcu", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 126, "offset": 40 } }, "second_band": { "type": "dcu", "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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