Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882418.0399 | 1016190.0312 | -133771.9913 | -205784.5824 | -389902.8118 | 184118.2293 |
Total P&L (%) | 882.418 | 1016.19 | -133.772 | -205.7846 | -389.9028 | 184.1182 |
Avg Daily Profit (%) | 0.3714 | 0.4277 | -0.0563 | 0 | 0 | 0.044 |
Buy And Hold Return (%) | 451.4818 | 451.4818 | 451.4818 | 451.4818 | 451.4818 | 451.4818 |
Max Trade Drawdown | -221599 | -163348 | -240876 | -1019057 | -899697 | -189901 |
Profit Factor | 2.0968 | 4.1126 | 0.7202 | 0.8912 | 0.6756 | 1.2668 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 17 | 19 | 41 | 22 | 19 |
Losing Trades | 46 | 24 | 22 | 41 | 19 | 22 |
Profitability (%) | 43.9024 | 41.4634 | 46.3415 | 50 | 53.6585 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.6793 | 5.8061 | 0.8339 | 0.8912 | 0.5834 | 1.4668 |
Largest Winning Trade | 880728 | 880728 | 55475 | 252545 | 252545 | 162024 |
Largest Losing Trade | -137571 | -40274 | -137571 | -765922 | -765922 | -125562 |
Avg Bars in Trades | 55 | 48 | 62 | 55 | 48 | 62 |
Avg Bars in Winners | 72 | 72 | 73 | 41 | 25 | 59 |
Avg Bars in Losers | 41 | 31 | 53 | 69 | 75 | 64 |
Bars Traded | 4545 | 1984 | 2561 | 4545 | 1984 | 2561 |
Profit Streak | 0 | 0 | 0 | 57.2339 | 265.2339 | 57.2339 |
Trades During Streak | 0 | 0 | 0 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4851 | 310573 | -582165 | -588156 | -578850 | -300918 |
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{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 112, "std": 1.51508 } }, "second_band": { "type": "alma", "factors": { "length": 23, "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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