Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873779.7191 | 799501.6942 | 74278.0249 | 1421935.3764 | 2260432.6351 | -838497.2587 |
Total P&L (%) | 873.7797 | 799.5017 | 74.278 | 1421.9354 | 2260.4326 | -838.4973 |
Avg Daily Profit (%) | 0.4792 | 0.4384 | 0.0407 | 0.1494 | 0.1735 | 0 |
Buy And Hold Return (%) | 118.1377 | 118.1377 | 118.1377 | 118.1377 | 118.1377 | 118.1377 |
Max Trade Drawdown | -117243 | -91790 | -101136 | -4371534 | -2657460 | -4127513 |
Profit Factor | 2.7484 | 5.4552 | 1.2319 | 1.1192 | 1.4632 | 0.8811 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 56.7164 | 54.5455 | 58.8235 | 56.7164 | 54.5455 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.0975 | 4.546 | 0.8623 | 0.8541 | 1.2193 | 0.6168 |
Largest Winning Trade | 372138 | 372138 | 70468 | 2352870 | 2352870 | 1992536 |
Largest Losing Trade | -70293 | -32906 | -70293 | -3092351 | -1510473 | -3092351 |
Avg Bars in Trades | 51 | 53 | 50 | 51 | 53 | 50 |
Avg Bars in Winners | 60 | 65 | 56 | 60 | 65 | 56 |
Avg Bars in Losers | 40 | 38 | 42 | 40 | 38 | 42 |
Bars Traded | 3477 | 1751 | 1726 | 3477 | 1751 | 1726 |
Profit Streak | 0 | 127.8854 | 0 | 0 | 127.8854 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104460 | 704631 | -305144 | -204417 | 374984 | -579651 |
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{ "first_band": { "type": "alma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 106, "offset": 0, "std": 4.59669 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 106, "offset": 0, "std": 4.59669 } } }
# | 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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