Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1315370.7762 | 1261633.7468 | 53737.0294 | 2166005.2835 | 10055.5374 | 2155949.7461 |
Total P&L (%) | 1315.3708 | 1261.6337 | 53.737 | 2166.0053 | 10.0555 | 2155.9497 |
Avg Daily Profit (%) | 0.5261 | 0.5046 | 0.0215 | 0.1249 | 0.0038 | 0.1247 |
Buy And Hold Return (%) | 464.1756 | 464.1756 | 464.1756 | 464.1756 | 464.1756 | 464.1756 |
Max Trade Drawdown | -89505 | -57893 | -71047 | -4258653 | -3051308 | -2986287 |
Profit Factor | 3.0013 | 4.832 | 1.1638 | 1.1312 | 1.0011 | 1.3095 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 37.5 | 31.8182 | 43.1818 | 37.5 | 31.8182 | 43.1818 |
Ratio Avg Win / Avg Loss | 5.0022 | 10.3543 | 1.5313 | 1.8853 | 2.1451 | 1.7231 |
Largest Winning Trade | 759668 | 759668 | 60119 | 2449777 | 1812650 | 2449777 |
Largest Losing Trade | -36449 | -29249 | -36449 | -1483516 | -1208178 | -1483516 |
Avg Bars in Trades | 167 | 158 | 177 | 167 | 158 | 177 |
Avg Bars in Winners | 301 | 337 | 275 | 301 | 337 | 275 |
Avg Bars in Losers | 87 | 75 | 103 | 87 | 75 | 103 |
Bars Traded | 14781 | 6974 | 7807 | 14781 | 6974 | 7807 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312214 | 285806 | -371728 | -107246 | -578744 | -29091 |
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{ "first_band": { "type": "alma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 41, "offset": 0, "std": 3.43634 } } }
# | 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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