Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407417.8881 | 1356268.816 | 51149.0721 | 23978165.3468 | 20696887.6303 | 3281277.7165 |
Total P&L (%) | 1407.4179 | 1356.2688 | 51.1491 | 23978.1653 | 20696.8876 | 3281.2777 |
Avg Daily Profit (%) | 0.7553 | 0.7279 | 0.0275 | 0.2947 | 0.2869 | 0.1891 |
Buy And Hold Return (%) | 7479.8067 | 7479.8067 | 7479.8067 | 7479.8067 | 7479.8067 | 7479.8067 |
Max Trade Drawdown | -81838 | -26017 | -141044 | -4912767 | -2912917 | -4141105 |
Profit Factor | 4.4703 | 16.3004 | 1.1614 | 2.6432 | 6.218 | 1.3088 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Losing Trades | 23 | 8 | 15 | 23 | 8 | 15 |
Profitability (%) | 65.1515 | 75.7576 | 54.5455 | 65.1515 | 75.7576 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.3911 | 5.2161 | 0.9678 | 1.4138 | 1.9898 | 1.0907 |
Largest Winning Trade | 578575 | 578575 | 62346 | 5970013 | 5970013 | 5137309 |
Largest Losing Trade | -63712 | -22086 | -63712 | -3154785 | -1757982 | -3154785 |
Avg Bars in Trades | 81 | 86 | 75 | 81 | 86 | 75 |
Avg Bars in Winners | 95 | 96 | 92 | 95 | 96 | 92 |
Avg Bars in Losers | 54 | 53 | 55 | 54 | 53 | 55 |
Bars Traded | 5350 | 2847 | 2503 | 5350 | 2847 | 2503 |
Profit Streak | 0 | 153.9981 | 0 | 0 | 153.9981 | 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 | -272122 | -140422 | -366076 | -116686 | 657654 | -157130 |
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{ "first_band": { "type": "alma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 143, "offset": 0, "std": 2.37286 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 143, "offset": 0, "std": 2.37286 } } }
# | 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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