Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2088602.3512 | 2035566.5146 | 53035.8365 | 2257478.7326 | 765301.7794 | 1492176.9532 |
Total P&L (%) | 2088.6024 | 2035.5665 | 53.0358 | 2257.4787 | 765.3018 | 1492.177 |
Avg Daily Profit (%) | 1.108 | 1.0799 | 0.0281 | 0.1678 | 0.1145 | 0.1469 |
Buy And Hold Return (%) | 336.2164 | 336.2164 | 336.2164 | 336.2164 | 336.2164 | 336.2164 |
Max Trade Drawdown | -81197 | -116743 | -64784 | -2605134 | -3282947 | -1408056 |
Profit Factor | 4.0249 | 6.0942 | 1.1823 | 1.1627 | 1.0947 | 1.2576 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 34 | 11 | 23 | 34 | 11 | 23 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 34.6939 | 22.449 | 46.9388 | 34.6939 | 22.449 | 46.9388 |
Ratio Avg Win / Avg Loss | 7.5763 | 21.0527 | 1.3365 | 2.1886 | 3.7815 | 1.4216 |
Largest Winning Trade | 1456305 | 1456305 | 52898 | 2904755 | 2904755 | 1301977 |
Largest Losing Trade | -36377 | -36377 | -25384 | -979303 | -859360 | -979303 |
Avg Bars in Trades | 112 | 102 | 123 | 112 | 102 | 123 |
Avg Bars in Winners | 204 | 222 | 195 | 204 | 222 | 195 |
Avg Bars in Losers | 64 | 67 | 60 | 64 | 67 | 60 |
Bars Traded | 11069 | 5010 | 6059 | 11069 | 5010 | 6059 |
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 | 514677 | -19932 | -342127 | -38596 | -201244 | 15174 |
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{ "first_band": { "type": "alma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 232, "offset": 0, "std": 4.85892 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 232, "offset": 0, "std": 4.85892 } } }
# | 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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