Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225471.8358 | 325880.7004 | -100408.8646 | -131448.1945 | -293200.0646 | 161751.8702 |
Total P&L (%) | 225.4718 | 325.8807 | -100.4089 | -131.4482 | -293.2001 | 161.7519 |
Avg Daily Profit (%) | 0.1163 | 0.1682 | -0.0518 | 0 | 0 | 0.0497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182433 | -111153 | -163364 | -873505 | -427660 | -425902 |
Profit Factor | 1.3279 | 2.3971 | 0.779 | 0.8879 | 0.425 | 1.244 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 13 | 15 | 29 | 16 | 13 |
Losing Trades | 32 | 17 | 15 | 31 | 14 | 17 |
Profitability (%) | 46.6667 | 43.3333 | 50 | 48.3333 | 53.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.5176 | 3.1346 | 0.779 | 0.9492 | 0.3718 | 1.6268 |
Largest Winning Trade | 385247 | 385247 | 64713 | 606184 | 51363 | 606184 |
Largest Losing Trade | -161601 | -36889 | -161601 | -374887 | -374887 | -305574 |
Avg Bars in Trades | 60 | 53 | 67 | 60 | 53 | 67 |
Avg Bars in Winners | 83 | 68 | 96 | 38 | 40 | 35 |
Avg Bars in Losers | 40 | 41 | 39 | 81 | 67 | 92 |
Bars Traded | 3631 | 1595 | 2035 | 3631 | 1595 | 2035 |
Profit Streak | 2.5189 | 3.5189 | 0 | 0 | 0 | 78.5189 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212711 | 310010 | -580825 | -754925 | -580393 | -127412 |
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{ "first_band": { "type": "alma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 118, "offset": 0, "std": 2.77376 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 118, "offset": 0, "std": 2.77376 } } }
# | 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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