Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2191501.2099 | -145478.3862 | -2046022.8237 | -70829.6975 | 2680446.486 | -2751276.1835 |
Total P&L (%) | -2191.5012 | -145.4784 | -2046.0228 | -70.8297 | 2680.4465 | -2751.2762 |
Avg Daily Profit (%) | -1.1671 | -0.0775 | -1.0897 | -0.0656 | 0.1772 | 0 |
Buy And Hold Return (%) | 578.6525 | 578.6525 | 578.6525 | 578.6525 | 578.6525 | 578.6525 |
Max Trade Drawdown | -2195954 | -199156 | -2073345 | -2910480 | -180212 | -3420780 |
Profit Factor | 0.1856 | 0.5509 | 0.1356 | 0.9887 | 7.5207 | 0.5303 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 27 | 9 | 18 | 39 | 23 | 16 |
Losing Trades | 42 | 26 | 16 | 30 | 12 | 18 |
Profitability (%) | 39.1304 | 25.7143 | 52.9412 | 56.5217 | 65.7143 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.2887 | 1.5916 | 0.1205 | 0.7605 | 3.9239 | 0.5966 |
Largest Winning Trade | 67088 | 67088 | 43622 | 1168262 | 821827 | 1168262 |
Largest Losing Trade | -1391957 | -49153 | -1391957 | -2910480 | -106957 | -2910480 |
Avg Bars in Trades | 76 | 43 | 109 | 76 | 43 | 109 |
Avg Bars in Winners | 68 | 29 | 87 | 81 | 57 | 116 |
Avg Bars in Losers | 81 | 48 | 134 | 69 | 18 | 103 |
Bars Traded | 5257 | 1532 | 3725 | 5257 | 1532 | 3725 |
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 | -691282 | -604676 | -580413 | -685932 | 602592 | -581939 |
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{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 108, "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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