Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50494.5975 | -6986.8534 | 57481.4509 | 25130.4333 | -20230.1305 | 45360.5638 |
Total P&L (%) | 50.4946 | -6.9869 | 57.4815 | 25.1304 | -20.2301 | 45.3606 |
Avg Daily Profit (%) | 0.1939 | -0.0268 | 0.2207 | 0.0861 | -0.0868 | 0.1437 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71688 | -33349 | -48258 | -78536 | -38449 | -53279 |
Profit Factor | 1.2564 | 0.9344 | 1.6357 | 1.1149 | 0.8317 | 1.4607 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 65.2778 | 61.1111 | 69.4444 | 65.2778 | 61.1111 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.6683 | 0.5946 | 0.7197 | 0.593 | 0.5293 | 0.6427 |
Largest Winning Trade | 19928 | 13341 | 19928 | 20040 | 13117 | 20040 |
Largest Losing Trade | -30659 | -23951 | -30659 | -30728 | -25773 | -30728 |
Avg Bars in Trades | 338 | 361 | 315 | 338 | 361 | 315 |
Avg Bars in Winners | 248 | 256 | 242 | 248 | 256 | 242 |
Avg Bars in Losers | 507 | 527 | 482 | 507 | 527 | 482 |
Bars Traded | 24398 | 13031 | 11367 | 24398 | 13031 | 11367 |
Profit Streak | 1.3299 | 0 | 15.2049 | 1.3299 | 0 | 15.2049 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81150 | -580735 | 341206 | -262862 | -580735 | -1310 |
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{ "first_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 2.2257 } }, "second_band": { "type": "alma", "factors": { "length": 209, "offset": 193 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 2.2257 } }, "second_band": { "type": "alma", "factors": { "length": 209, "offset": 193 } } }
# | 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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