Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68659.0898 | 27434.7008 | 41224.389 | 90256.5438 | 31306.8756 | 58949.6682 |
Total P&L (%) | 68.6591 | 27.4347 | 41.2244 | 90.2565 | 31.3069 | 58.9497 |
Avg Daily Profit (%) | 1.3183 | 0.5268 | 0.7916 | 1.2427 | 0.5243 | 0.8938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15783 | -17836 | -9614 | -27450 | -29867 | -15049 |
Profit Factor | 1.7898 | 1.5346 | 2.1575 | 1.6406 | 1.3653 | 2.068 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 69.4444 | 68.0556 | 70.8333 | 69.4444 | 68.0556 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.7875 | 0.7203 | 0.8884 | 0.7219 | 0.6409 | 0.8515 |
Largest Winning Trade | 8194 | 8194 | 6150 | 12577 | 12577 | 6785 |
Largest Losing Trade | -11066 | -11066 | -5120 | -18418 | -18418 | -8632 |
Avg Bars in Trades | 165 | 176 | 155 | 165 | 176 | 155 |
Avg Bars in Winners | 130 | 124 | 136 | 130 | 124 | 136 |
Avg Bars in Losers | 245 | 285 | 201 | 245 | 285 | 201 |
Bars Traded | 23868 | 12676 | 11192 | 23868 | 12676 | 11192 |
Profit Streak | 2.3051 | 0 | 3.2864 | 2.3051 | 0 | 3.2864 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459922 | -71971 | -67069 | 450411 | -72681 | -65711 |
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{ "first_band": { "type": "bbm", "factors": { "length": 174, "offset": 0, "std": 4.51504 } }, "second_band": { "type": "alma", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 174, "offset": 0, "std": 4.51504 } }, "second_band": { "type": "alma", "factors": { "length": 193, "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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