Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170010.2234 | 240427.7341 | -70417.5107 | 69338.1384 | 303364.2827 | -234026.1443 |
Total P&L (%) | 170.0102 | 240.4277 | -70.4175 | 69.3381 | 303.3643 | -234.0261 |
Avg Daily Profit (%) | 0.1066 | 0.1508 | -0.0442 | 0.033 | 0.0875 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262955 | -59790 | -197994 | -3693780 | -1257348 | -2725669 |
Profit Factor | 1.2533 | 2.1902 | 0.8499 | 1.0131 | 1.1456 | 0.9271 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 44 | 20 | 24 | 30 | 17 | 13 |
Losing Trades | 18 | 11 | 7 | 32 | 14 | 18 |
Profitability (%) | 70.9677 | 64.5161 | 77.4194 | 48.3871 | 54.8387 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.5127 | 1.2046 | 0.2479 | 1.0806 | 0.9434 | 1.2836 |
Largest Winning Trade | 61945 | 61945 | 46409 | 2201295 | 878777 | 2201295 |
Largest Losing Trade | -258842 | -56082 | -258842 | -708945 | -584312 | -708945 |
Avg Bars in Trades | 99 | 120 | 78 | 99 | 120 | 78 |
Avg Bars in Winners | 61 | 65 | 58 | 130 | 145 | 109 |
Avg Bars in Losers | 192 | 221 | 146 | 70 | 90 | 55 |
Bars Traded | 6166 | 3743 | 2423 | 6166 | 3743 | 2423 |
Profit Streak | 152.172 | 152.172 | 265.172 | 152.172 | 152.172 | 265.172 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -206857 | 470234 | -575890 | -512622 | -136633 | -580914 |
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{ "first_band": { "type": "bbm", "factors": { "length": 193, "offset": 132, "std": 2.73107 } }, "second_band": { "type": "alma", "factors": { "length": 24, "offset": 183 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 193, "offset": 132, "std": 2.73107 } }, "second_band": { "type": "alma", "factors": { "length": 24, "offset": 183 } } }
# | 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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