Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5401942.1914 | 5482735.1173 | -80792.926 | 351375.7621 | 295043.9466 | 56331.8155 |
Total P&L (%) | 5401.9422 | 5482.7351 | -80.7929 | 351.3758 | 295.0439 | 56.3318 |
Avg Daily Profit (%) | 2.7505 | 2.7916 | -0.0411 | 0.0768 | 0.07 | 0.0228 |
Buy And Hold Return (%) | 1833.7411 | 1833.7411 | 1833.7411 | 1833.7411 | 1833.7411 | 1833.7411 |
Max Trade Drawdown | -212703 | -70800 | -192714 | -169948 | -177413 | -219915 |
Profit Factor | 10.6635 | 21.7672 | 0.7261 | 1.2791 | 1.4519 | 1.093 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 33.3333 | 31.6667 | 35 | 33.3333 | 31.6667 | 35 |
Ratio Avg Win / Avg Loss | 21.327 | 46.9714 | 1.3485 | 2.5583 | 3.1331 | 2.0298 |
Largest Winning Trade | 5528972 | 5528972 | 60612 | 364737 | 364737 | 166840 |
Largest Losing Trade | -65398 | -47869 | -65398 | -99499 | -99499 | -53060 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 64 | 70 | 58 | 64 | 70 | 58 |
Avg Bars in Losers | 14 | 11 | 18 | 14 | 11 | 18 |
Bars Traded | 3763 | 1809 | 1954 | 3763 | 1809 | 1954 |
Profit Streak | 0 | 0 | 599.6469 | 0 | 0 | 599.6469 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506343 | -156284 | -753036 | -261323 | -439748 | -619329 |
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{ "first_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 2.93239 } }, "second_band": { "type": "alma", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 2.93239 } }, "second_band": { "type": "alma", "factors": { "length": 4, "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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