Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190572.5659 | 64461.8363 | 126110.7295 | 379786.2545 | 163416.7984 | 216369.4561 |
Total P&L (%) | 190.5726 | 64.4618 | 126.1107 | 379.7863 | 163.4168 | 216.3695 |
Avg Daily Profit (%) | 0.7318 | 0.2475 | 0.4843 | 0.604 | 0.3726 | 0.4432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36804 | -32586 | -27767 | -205144 | -98460 | -152803 |
Profit Factor | 1.3947 | 1.2465 | 1.57 | 1.2532 | 1.2063 | 1.3055 |
Total Trades | 436 | 218 | 218 | 436 | 218 | 218 |
Winning Trades | 209 | 111 | 98 | 209 | 111 | 98 |
Losing Trades | 227 | 107 | 120 | 227 | 107 | 120 |
Profitability (%) | 47.9358 | 50.9174 | 44.9541 | 47.9358 | 50.9174 | 44.9541 |
Ratio Avg Win / Avg Loss | 1.5148 | 1.2015 | 1.9224 | 1.3611 | 1.1629 | 1.5986 |
Largest Winning Trade | 26523 | 26523 | 22336 | 97875 | 97875 | 60370 |
Largest Losing Trade | -10923 | -9962 | -10923 | -62048 | -30751 | -62048 |
Avg Bars in Trades | 56 | 57 | 56 | 56 | 57 | 56 |
Avg Bars in Winners | 74 | 72 | 76 | 74 | 72 | 76 |
Avg Bars in Losers | 40 | 41 | 40 | 40 | 41 | 40 |
Bars Traded | 24851 | 12445 | 12406 | 24851 | 12445 | 12406 |
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 | 504738 | 242048 | 364427 | 394274 | 285006 | 293627 |
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{ "first_band": { "type": "alma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 4.49824 } } }
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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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