Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594294.189 | 427744.6872 | 166549.5017 | 153710.5459 | 147232.035 | 6478.5109 |
Total P&L (%) | 594.2942 | 427.7447 | 166.5495 | 153.7105 | 147.232 | 6.4785 |
Avg Daily Profit (%) | 0.3153 | 0.2269 | 0.0884 | 0.0494 | 0.048 | 0.0033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160514 | -59398 | -177455 | -131388 | -26354 | -149044 |
Profit Factor | 1.9218 | 2.8324 | 1.4049 | 1.3592 | 2.0001 | 1.0231 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 62.8866 | 57.1429 | 68.75 | 62.8866 | 57.1429 | 68.75 |
Ratio Avg Win / Avg Loss | 1.1342 | 2.1243 | 0.6386 | 0.8022 | 1.5 | 0.465 |
Largest Winning Trade | 111438 | 111438 | 52113 | 54405 | 54405 | 33548 |
Largest Losing Trade | -92329 | -28790 | -92329 | -92839 | -26354 | -92839 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Losers | 73 | 63 | 86 | 73 | 63 | 86 |
Bars Traded | 5463 | 2667 | 2796 | 5463 | 2667 | 2796 |
Profit Streak | 34.6705 | 34.6705 | 137.3372 | 34.6705 | 34.6705 | 137.3372 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521375 | 533590 | -72070 | -125234 | -123401 | -547076 |
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{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 2.23625 } }, "second_band": { "type": "alma", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 2.23625 } }, "second_band": { "type": "alma", "factors": { "length": 93, "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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