Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009550.3585 | 955226.8899 | 54323.4686 | 1010117.622 | 507190.9511 | 502926.6709 |
Total P&L (%) | 1009.5504 | 955.2269 | 54.3235 | 1010.1176 | 507.191 | 502.9267 |
Avg Daily Profit (%) | 0.5467 | 0.5173 | 0.0294 | 0.1304 | 0.0977 | 0.0973 |
Buy And Hold Return (%) | 156.8002 | 156.8002 | 156.8002 | 156.8002 | 156.8002 | 156.8002 |
Max Trade Drawdown | -110186 | -60104 | -158186 | -717083 | -752288 | -398262 |
Profit Factor | 2.7987 | 5.7144 | 1.1515 | 1.4809 | 1.4437 | 1.5253 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50.7937 | 51.6129 | 50 | 50.7937 | 51.6129 | 50 |
Ratio Avg Win / Avg Loss | 2.7113 | 5.3572 | 1.1515 | 1.4346 | 1.3535 | 1.5253 |
Largest Winning Trade | 644588 | 644588 | 76984 | 457928 | 457928 | 447941 |
Largest Losing Trade | -56132 | -26085 | -56132 | -357009 | -357009 | -184710 |
Avg Bars in Trades | 172 | 172 | 172 | 172 | 172 | 172 |
Avg Bars in Winners | 258 | 252 | 264 | 258 | 252 | 264 |
Avg Bars in Losers | 83 | 87 | 80 | 83 | 87 | 80 |
Bars Traded | 10880 | 5353 | 5527 | 10880 | 5353 | 5527 |
Profit Streak | 33.199 | 0 | 159.8657 | 33.199 | 0 | 159.8657 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134387 | 670769 | -371945 | -168005 | -63856 | -61629 |
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{ "first_band": { "type": "alma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 48, "offset": 0, "std": 4.637 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 48, "offset": 0, "std": 4.637 } } }
# | 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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