Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375001.3609 | 289905.0741 | 85096.2868 | -57842.3885 | 323729.2041 | -381571.5926 |
Total P&L (%) | 375.0014 | 289.9051 | 85.0963 | -57.8424 | 323.7292 | -381.5716 |
Avg Daily Profit (%) | 0.2078 | 0.1606 | 0.0471 | -0.0478 | 0.08 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166230 | -157038 | -92466 | -1387504 | -676188 | -870909 |
Profit Factor | 1.3719 | 1.5297 | 1.1846 | 0.983 | 1.211 | 0.7959 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Losing Trades | 88 | 51 | 37 | 88 | 51 | 37 |
Profitability (%) | 48.2353 | 40 | 56.4706 | 48.2353 | 40 | 56.4706 |
Ratio Avg Win / Avg Loss | 1.4723 | 2.2946 | 0.9131 | 1.0549 | 1.8164 | 0.6135 |
Largest Winning Trade | 322421 | 322421 | 52113 | 585527 | 585527 | 262202 |
Largest Losing Trade | -63596 | -34779 | -63596 | -657515 | -184425 | -657515 |
Avg Bars in Trades | 62 | 65 | 59 | 62 | 65 | 59 |
Avg Bars in Winners | 78 | 88 | 71 | 78 | 88 | 71 |
Avg Bars in Losers | 47 | 50 | 44 | 47 | 50 | 44 |
Bars Traded | 10666 | 5583 | 5082 | 10666 | 5583 | 5082 |
Profit Streak | 19.8091 | 23.9757 | 0 | 19.8091 | 23.9757 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322960 | 223644 | -148594 | -578350 | -89122 | -580265 |
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{ "first_band": { "type": "alma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 162, "offset": 0, "std": 4.50718 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 162, "offset": 0, "std": 4.50718 } } }
# | 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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