Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384330.2912 | 369292.9581 | 15037.3331 | -14579.165 | 229853.6324 | -244432.7974 |
Total P&L (%) | 384.3303 | 369.293 | 15.0373 | -14.5792 | 229.8536 | -244.4328 |
Avg Daily Profit (%) | 0.2375 | 0.2282 | 0.0093 | -0.0097 | 0.0738 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125143 | -159458 | -126772 | -585775 | -502315 | -415923 |
Profit Factor | 1.5203 | 1.9674 | 1.0421 | 0.993 | 1.2186 | 0.7646 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 44 | 44 | 44 | 44 | 44 | 44 |
Ratio Avg Win / Avg Loss | 1.9349 | 2.5039 | 1.3263 | 1.2638 | 1.5509 | 0.9731 |
Largest Winning Trade | 258810 | 258810 | 54098 | 484134 | 484134 | 135842 |
Largest Losing Trade | -49124 | -37951 | -49124 | -184645 | -166104 | -184645 |
Avg Bars in Trades | 190 | 182 | 197 | 190 | 182 | 197 |
Avg Bars in Winners | 288 | 268 | 308 | 288 | 268 | 308 |
Avg Bars in Losers | 113 | 115 | 110 | 113 | 115 | 110 |
Bars Traded | 19027 | 9149 | 9878 | 19027 | 9149 | 9878 |
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 | 302980 | -170788 | -547183 | -581178 | -276110 | -763166 |
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{ "first_band": { "type": "alma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 233, "offset": 0, "std": 3.21827 } } }
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# | 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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