Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525472.3749 | 185433.3728 | 340039.0021 | 4860436.8217 | -29157.5614 | 4889594.3831 |
Total P&L (%) | 525.4724 | 185.4334 | 340.039 | 4860.4368 | -29.1576 | 4889.5944 |
Avg Daily Profit (%) | 0.353 | 0.1246 | 0.2284 | 0.2626 | -0.0232 | 0.263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80217 | -64066 | -44312 | -7261362 | -3469949 | -3799153 |
Profit Factor | 2.6417 | 2.0258 | 3.4411 | 1.4403 | 0.9954 | 2.0337 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 65.8228 | 61.5385 | 70 | 65.8228 | 61.5385 | 70 |
Ratio Avg Win / Avg Loss | 1.3717 | 1.2661 | 1.4748 | 0.7478 | 0.6221 | 0.8716 |
Largest Winning Trade | 66556 | 66556 | 55431 | 4305389 | 1257497 | 4305389 |
Largest Losing Trade | -32560 | -26055 | -32560 | -2590243 | -2012060 | -2590243 |
Avg Bars in Trades | 54 | 42 | 65 | 54 | 42 | 65 |
Avg Bars in Winners | 56 | 39 | 70 | 56 | 39 | 70 |
Avg Bars in Losers | 50 | 48 | 52 | 50 | 48 | 52 |
Bars Traded | 4267 | 1659 | 2608 | 4267 | 1659 | 2608 |
Profit Streak | 27.2007 | 0 | 76.8674 | 27.2007 | 0 | 76.8674 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15134 | -22467 | 609096 | -20560 | -579261 | 476952 |
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{ "first_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 2.77034 } }, "second_band": { "type": "alma", "factors": { "length": 49, "offset": 0 } } }
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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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