Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426776.8538 | 393629.4261 | 33147.4278 | 60336902.3345 | 28757726.4428 | 31579175.8917 |
Total P&L (%) | 426.7769 | 393.6294 | 33.1474 | 60336.9023 | 28757.7264 | 31579.1759 |
Avg Daily Profit (%) | 0.1965 | 0.1812 | 0.0153 | 0.2953 | 0.2612 | 0.2655 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -445766 | -46280 | -422783 | -5009031 | -3634302 | -2799662 |
Profit Factor | 1.5412 | 2.8406 | 1.0577 | 6.3295 | 6.0118 | 6.6561 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 70 | 32 | 38 | 68 | 31 | 37 |
Losing Trades | 20 | 13 | 7 | 22 | 14 | 8 |
Profitability (%) | 77.7778 | 71.1111 | 84.4444 | 75.5556 | 68.8889 | 82.2222 |
Ratio Avg Win / Avg Loss | 0.4403 | 1.154 | 0.1948 | 2.0478 | 2.715 | 1.4392 |
Largest Winning Trade | 70887 | 70887 | 48329 | 6731634 | 6731634 | 6006988 |
Largest Losing Trade | -326385 | -42595 | -326385 | -2401888 | -2318074 | -2401888 |
Avg Bars in Trades | 137 | 148 | 126 | 137 | 148 | 126 |
Avg Bars in Winners | 102 | 111 | 96 | 106 | 110 | 103 |
Avg Bars in Losers | 260 | 241 | 294 | 234 | 233 | 236 |
Bars Traded | 12403 | 6696 | 5707 | 12403 | 6696 | 5707 |
Profit Streak | 287.0632 | 435.2299 | 287.0632 | 287.0632 | 435.2299 | 287.0632 |
Trades During Streak | 12 | 10 | 6 | 12 | 10 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472786 | 577486 | -328238 | 818749 | 758516 | 777549 |
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{ "first_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 3.37902 } }, "second_band": { "type": "alma", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 3.37902 } }, "second_band": { "type": "alma", "factors": { "length": 165, "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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