Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811579.5907 | 733195.5451 | 78384.0456 | 2310441.8169 | 1718323.669 | 592118.1479 |
Total P&L (%) | 811.5796 | 733.1955 | 78.384 | 2310.4418 | 1718.3237 | 592.1181 |
Avg Daily Profit (%) | 0.3242 | 0.2928 | 0.0313 | 0.1272 | 0.1159 | 0.0773 |
Buy And Hold Return (%) | 276.5953 | 276.5953 | 276.5953 | 276.5953 | 276.5953 | 276.5953 |
Max Trade Drawdown | -98107 | -71321 | -56958 | -1348450 | -671619 | -846219 |
Profit Factor | 2.7002 | 4.605 | 1.2861 | 1.5559 | 1.9629 | 1.2497 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 47.5 | 45 | 50 | 47.5 | 45 | 50 |
Ratio Avg Win / Avg Loss | 2.9844 | 5.6283 | 1.2861 | 1.7197 | 2.3991 | 1.2497 |
Largest Winning Trade | 477799 | 477799 | 44564 | 936841 | 936841 | 532951 |
Largest Losing Trade | -56958 | -24342 | -56958 | -693306 | -273467 | -693306 |
Avg Bars in Trades | 90 | 85 | 95 | 90 | 85 | 95 |
Avg Bars in Winners | 123 | 131 | 116 | 123 | 131 | 116 |
Avg Bars in Losers | 61 | 47 | 75 | 61 | 47 | 75 |
Bars Traded | 7259 | 3421 | 3838 | 7259 | 3421 | 3838 |
Profit Streak | 0 | 0 | 85.5227 | 0 | 0 | 85.5227 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13669 | 395955 | -316254 | -44793 | -36546 | -94910 |
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{ "first_band": { "type": "alma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 96, "offset": 0, "std": 1.3519 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 96, "offset": 0, "std": 1.3519 } } }
# | 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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