Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678375.4521 | 644318.2969 | 34057.1552 | -26324.2305 | 126221.278 | -152545.5085 |
Total P&L (%) | 678.3755 | 644.3183 | 34.0572 | -26.3242 | 126.2213 | -152.5455 |
Avg Daily Profit (%) | 0.4255 | 0.4042 | 0.0214 | -0.0192 | 0.0512 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187179 | -116637 | -167808 | -987111 | -395447 | -738256 |
Profit Factor | 1.7417 | 2.3034 | 1.081 | 0.9877 | 1.1319 | 0.8707 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 50 | 18 | 32 | 50 | 18 | 32 |
Losing Trades | 92 | 53 | 39 | 92 | 53 | 39 |
Profitability (%) | 35.2113 | 25.3521 | 45.0704 | 35.2113 | 25.3521 | 45.0704 |
Ratio Avg Win / Avg Loss | 3.2048 | 6.7822 | 1.3175 | 1.8173 | 3.3327 | 1.0612 |
Largest Winning Trade | 538589 | 538589 | 54894 | 346491 | 346491 | 222421 |
Largest Losing Trade | -70771 | -46473 | -70771 | -531901 | -129402 | -531901 |
Avg Bars in Trades | 66 | 61 | 71 | 66 | 61 | 71 |
Avg Bars in Winners | 121 | 128 | 117 | 121 | 128 | 117 |
Avg Bars in Losers | 37 | 39 | 33 | 37 | 39 | 33 |
Bars Traded | 9461 | 4399 | 5062 | 9461 | 4399 | 5062 |
Profit Streak | 39.5068 | 39.5068 | 48.0068 | 39.5068 | 39.5068 | 48.0068 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319671 | -100505 | -386770 | -582387 | -313540 | -667425 |
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{ "first_band": { "type": "alma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 15, "offset": 0, "std": 1.22807 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 15, "offset": 0, "std": 1.22807 } } }
# | 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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