Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639078.1571 | 545439.4427 | 93638.7144 | 564356.5296 | 1273181.9331 | -708825.4035 |
Total P&L (%) | 639.0782 | 545.4394 | 93.6387 | 564.3565 | 1273.1819 | -708.8254 |
Avg Daily Profit (%) | 0.3234 | 0.276 | 0.0474 | 0.0959 | 0.1327 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168142 | -162809 | -137967 | -2972370 | -1495574 | -2060363 |
Profit Factor | 1.5559 | 1.8721 | 1.1786 | 1.064 | 1.2969 | 0.8433 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 96 | 38 | 58 | 96 | 38 | 58 |
Losing Trades | 144 | 82 | 62 | 144 | 82 | 62 |
Profitability (%) | 40 | 31.6667 | 48.3333 | 40 | 31.6667 | 48.3333 |
Ratio Avg Win / Avg Loss | 2.3339 | 4.0399 | 1.2599 | 1.5961 | 2.7985 | 0.9015 |
Largest Winning Trade | 167201 | 167201 | 54374 | 1281690 | 1281690 | 1044320 |
Largest Losing Trade | -39043 | -32905 | -39043 | -653465 | -653465 | -629730 |
Avg Bars in Trades | 48 | 47 | 49 | 48 | 47 | 49 |
Avg Bars in Winners | 76 | 88 | 69 | 76 | 88 | 69 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 11640 | 5655 | 5985 | 11640 | 5655 | 5985 |
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 | 331864 | 175537 | -154538 | -216151 | -21692 | -581661 |
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{ "first_band": { "type": "alma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 33, "offset": 0, "std": 3.03236 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 33, "offset": 0, "std": 3.03236 } } }
# | 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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