Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508308.7064 | 372940.8029 | 135367.9034 | -24713.2966 | -84351.5718 | 59638.2752 |
Total P&L (%) | 508.3087 | 372.9408 | 135.3679 | -24.7133 | -84.3516 | 59.6383 |
Avg Daily Profit (%) | 0.2669 | 0.1958 | 0.0711 | -0.0149 | -0.0973 | 0.0246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155614 | -112212 | -87428 | -750935 | -442787 | -339184 |
Profit Factor | 2.1485 | 2.4532 | 1.7279 | 0.9798 | 0.8773 | 1.1118 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50 | 45.1613 | 54.8387 | 50 | 45.1613 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.1485 | 2.9789 | 1.423 | 0.9798 | 1.0653 | 0.9156 |
Largest Winning Trade | 493307 | 493307 | 66305 | 402535 | 402535 | 114788 |
Largest Losing Trade | -87428 | -45566 | -87428 | -260074 | -193586 | -260074 |
Avg Bars in Trades | 177 | 147 | 207 | 177 | 147 | 207 |
Avg Bars in Winners | 253 | 211 | 288 | 253 | 211 | 288 |
Avg Bars in Losers | 101 | 94 | 109 | 101 | 94 | 109 |
Bars Traded | 10995 | 4571 | 6424 | 10995 | 4571 | 6424 |
Profit Streak | 88.0272 | 129.5272 | 88.0272 | 88.0272 | 129.5272 | 88.0272 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144441 | 406714 | -94733 | -737915 | -580073 | -258786 |
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{ "first_band": { "type": "alma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 110, "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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