Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1529317.7985 | 1466715.4915 | 62602.3071 | 30543471.999 | 25882288.5718 | 4661183.4272 |
Total P&L (%) | 1529.3178 | 1466.7155 | 62.6023 | 30543.472 | 25882.2886 | 4661.1834 |
Avg Daily Profit (%) | 0.8239 | 0.7902 | 0.0337 | 0.3089 | 0.3 | 0.2083 |
Buy And Hold Return (%) | 5986.2369 | 5986.2369 | 5986.2369 | 5986.2369 | 5986.2369 | 5986.2369 |
Max Trade Drawdown | -160138 | -124469 | -64885 | -7154063 | -4511871 | -10092358 |
Profit Factor | 4.2243 | 7.3643 | 1.2567 | 1.9639 | 3.3366 | 1.2262 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 44 | 45.9459 | 42.1053 | 44 | 45.9459 | 42.1053 |
Ratio Avg Win / Avg Loss | 5.3764 | 8.6639 | 1.728 | 2.4995 | 3.9254 | 1.686 |
Largest Winning Trade | 476575 | 476575 | 68009 | 8944115 | 6509963 | 8944115 |
Largest Losing Trade | -41273 | -41273 | -27601 | -6511600 | -2132238 | -6511600 |
Avg Bars in Trades | 95 | 98 | 93 | 95 | 98 | 93 |
Avg Bars in Winners | 153 | 162 | 143 | 153 | 162 | 143 |
Avg Bars in Losers | 51 | 43 | 57 | 51 | 43 | 57 |
Bars Traded | 7195 | 3628 | 3567 | 7195 | 3628 | 3567 |
Profit Streak | 0 | 157.9067 | 0 | 0 | 157.9067 | 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 | -208975 | -144774 | -315744 | -52177 | 458313 | -159982 |
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{ "first_band": { "type": "alma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 215, "offset": 0, "std": 1.67785 } } }
# | 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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