Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1132120.3028 | 984427.8441 | 147692.4587 | 17487331.1978 | 18445531.8427 | -958200.6449 |
Total P&L (%) | 1132.1203 | 984.4278 | 147.6925 | 17487.3312 | 18445.5318 | -958.2006 |
Avg Daily Profit (%) | 0.6247 | 0.5432 | 0.0815 | 0.2857 | 0.2886 | 0 |
Buy And Hold Return (%) | 473.0365 | 473.0365 | 473.0365 | 473.0365 | 473.0365 | 473.0365 |
Max Trade Drawdown | -88145 | -64098 | -65841 | -25706184 | -18671830 | -16575907 |
Profit Factor | 2.3988 | 3.4917 | 1.3565 | 1.1778 | 1.3854 | 0.981 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 117 | 62 | 55 | 117 | 62 | 55 |
Profitability (%) | 42.9268 | 39.2157 | 46.6019 | 42.9268 | 39.2157 | 46.6019 |
Ratio Avg Win / Avg Loss | 3.1893 | 5.4122 | 1.5543 | 1.5659 | 2.1474 | 1.1241 |
Largest Winning Trade | 301214 | 301214 | 67883 | 17791911 | 17791911 | 7238543 |
Largest Losing Trade | -34412 | -21017 | -34412 | -6538388 | -4285555 | -6538388 |
Avg Bars in Trades | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Winners | 90 | 89 | 90 | 90 | 89 | 90 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 10787 | 5129 | 5658 | 10787 | 5129 | 5658 |
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 | 370542 | 245713 | -249987 | -16745 | 217282 | -580712 |
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{ "first_band": { "type": "alma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 10, "offset": 0, "std": 2.67116 } } }
# | 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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