Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200527.4486 | 119545.1597 | 80982.2889 | 69374.8742 | -30298.8033 | 99673.6776 |
Total P&L (%) | 200.5274 | 119.5452 | 80.9823 | 69.3749 | -30.2988 | 99.6737 |
Avg Daily Profit (%) | 0.1925 | 0.1148 | 0.0777 | 0.0506 | -0.0346 | 0.0664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122651 | -86824 | -87812 | -235600 | -193538 | -79580 |
Profit Factor | 1.2302 | 1.2784 | 1.1834 | 1.0688 | 0.9432 | 1.21 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Losing Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Profitability (%) | 55.7252 | 55.8376 | 55.6122 | 55.7252 | 55.8376 | 55.6122 |
Ratio Avg Win / Avg Loss | 0.9774 | 1.0111 | 0.9445 | 0.8492 | 0.746 | 0.9658 |
Largest Winning Trade | 33404 | 33404 | 28866 | 47933 | 47933 | 35852 |
Largest Losing Trade | -56426 | -37883 | -56426 | -84896 | -84896 | -37124 |
Avg Bars in Trades | 63 | 64 | 61 | 63 | 64 | 61 |
Avg Bars in Winners | 51 | 48 | 54 | 51 | 48 | 54 |
Avg Bars in Losers | 77 | 84 | 70 | 77 | 84 | 70 |
Bars Traded | 24846 | 12733 | 12112 | 24846 | 12733 | 12112 |
Profit Streak | 13.9624 | 20.7958 | 13.9624 | 13.9624 | 20.7958 | 13.9624 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360119 | -37090 | -106931 | -267424 | -578031 | -103701 |
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{ "first_band": { "type": "alma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 148, "offset": 0, "std": 2.17549 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 148, "offset": 0, "std": 2.17549 } } }
# | 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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