Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970391.7482 | 870934.9956 | 99456.7526 | 7905900.4076 | 8602219.603 | -696319.1954 |
Total P&L (%) | 970.3917 | 870.935 | 99.4568 | 7905.9004 | 8602.2196 | -696.3192 |
Avg Daily Profit (%) | 0.5346 | 0.4798 | 0.0548 | 0.2417 | 0.2463 | 0 |
Buy And Hold Return (%) | 601.4904 | 601.4904 | 601.4904 | 601.4904 | 601.4904 | 601.4904 |
Max Trade Drawdown | -90185 | -67532 | -68312 | -10663606 | -4688995 | -6565231 |
Profit Factor | 2.7152 | 4.5866 | 1.308 | 1.2233 | 1.6456 | 0.9685 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 46.4646 | 46.9388 | 46 | 46.4646 | 46.9388 | 46 |
Ratio Avg Win / Avg Loss | 3.1284 | 5.1848 | 1.5355 | 1.4095 | 1.8603 | 1.1369 |
Largest Winning Trade | 269003 | 269003 | 75510 | 5157321 | 5157321 | 5045523 |
Largest Losing Trade | -36977 | -36977 | -35301 | -4623672 | -2656636 | -4623672 |
Avg Bars in Trades | 108 | 101 | 115 | 108 | 101 | 115 |
Avg Bars in Winners | 157 | 133 | 180 | 157 | 133 | 180 |
Avg Bars in Losers | 66 | 73 | 60 | 66 | 73 | 60 |
Bars Traded | 10770 | 4989 | 5781 | 10770 | 4989 | 5781 |
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 | 197984 | -9585 | -465901 | 248344 | 376411 | -760722 |
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{ "first_band": { "type": "alma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 49, "offset": 0, "std": 1.99097 } } }
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# | 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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