Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514620.45 | 419136.5285 | 95483.9215 | 55177.4483 | 313725.7374 | -258548.2891 |
Total P&L (%) | 514.6205 | 419.1365 | 95.4839 | 55.1774 | 313.7257 | -258.5483 |
Avg Daily Profit (%) | 0.2709 | 0.2206 | 0.0503 | 0.0231 | 0.0748 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306977 | -117643 | -218961 | -470859 | -47917 | -474339 |
Profit Factor | 1.942 | 2.5586 | 1.3442 | 1.0862 | 3.8163 | 0.5107 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 72.0588 | 70.5882 | 73.5294 | 72.0588 | 70.5882 | 73.5294 |
Ratio Avg Win / Avg Loss | 0.753 | 1.0661 | 0.4839 | 0.4212 | 1.5901 | 0.1839 |
Largest Winning Trade | 153660 | 153660 | 43267 | 87009 | 87009 | 79822 |
Largest Losing Trade | -89316 | -60251 | -89316 | -421889 | -39835 | -421889 |
Avg Bars in Trades | 52 | 57 | 46 | 52 | 57 | 46 |
Avg Bars in Winners | 41 | 46 | 36 | 41 | 46 | 36 |
Avg Bars in Losers | 81 | 85 | 75 | 81 | 85 | 75 |
Bars Traded | 3561 | 1971 | 1590 | 3561 | 1971 | 1590 |
Profit Streak | 135.415 | 135.415 | 336.415 | 135.415 | 135.415 | 336.415 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99735 | 532263 | -122674 | -399574 | -82969 | -576340 |
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{ "first_band": { "type": "bbm", "factors": { "length": 61, "offset": 0, "std": 2.48804 } }, "second_band": { "type": "alma", "factors": { "length": 67, "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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