Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1539172.7425 | 1357280.2641 | 181892.4784 | 7442898.3027 | -1172356.7769 | 8615255.0796 |
Total P&L (%) | 1539.1727 | 1357.2803 | 181.8925 | 7442.8983 | -1172.3568 | 8615.2551 |
Avg Daily Profit (%) | 0.6464 | 0.57 | 0.0764 | 0.1817 | 0 | 0.1878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124544 | -71769 | -89501 | -16079830 | -11601154 | -9434586 |
Profit Factor | 3.7688 | 7.2153 | 1.5389 | 1.2067 | 0.9405 | 1.5285 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 43.75 | 37.5 | 50 | 43.75 | 37.5 | 50 |
Ratio Avg Win / Avg Loss | 4.8456 | 12.0254 | 1.5389 | 1.5515 | 1.5675 | 1.5285 |
Largest Winning Trade | 681861 | 681861 | 75261 | 7517836 | 7517836 | 7001676 |
Largest Losing Trade | -59543 | -32468 | -59543 | -6518178 | -6518178 | -3922497 |
Avg Bars in Trades | 145 | 125 | 165 | 145 | 125 | 165 |
Avg Bars in Winners | 237 | 223 | 248 | 237 | 223 | 248 |
Avg Bars in Losers | 73 | 66 | 81 | 73 | 66 | 81 |
Bars Traded | 9296 | 4016 | 5280 | 9296 | 4016 | 5280 |
Profit Streak | 52.0545 | 52.0545 | 76.3045 | 52.0545 | 52.0545 | 76.3045 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126475 | 554341 | -87779 | -136714 | -582330 | 397800 |
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{ "first_band": { "type": "alma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 161, "offset": 0, "std": 4.39263 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 161, "offset": 0, "std": 4.39263 } } }
# | 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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