Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -808707.202 | -145793.5246 | -662913.6774 | -84725.8548 | 1070055.9854 | -1154781.8402 |
Total P&L (%) | -808.7072 | -145.7935 | -662.9137 | -84.7259 | 1070.056 | -1154.7818 |
Avg Daily Profit (%) | -0.5445 | -0.0982 | -0.4464 | -0.1264 | 0.1658 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1092751 | -300693 | -841304 | -1025834 | -249873 | -1384351 |
Profit Factor | 0.598 | 0.7948 | 0.4904 | 0.9633 | 2.9559 | 0.3441 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 194 | 86 | 108 | 180 | 90 | 90 |
Losing Trades | 123 | 73 | 50 | 137 | 69 | 68 |
Profitability (%) | 61.1987 | 54.0881 | 68.3544 | 56.7823 | 56.6038 | 56.962 |
Ratio Avg Win / Avg Loss | 0.3791 | 0.6747 | 0.2271 | 0.7332 | 2.2662 | 0.26 |
Largest Winning Trade | 41711 | 40134 | 41711 | 220097 | 220097 | 165260 |
Largest Losing Trade | -642942 | -36077 | -642942 | -1004775 | -183095 | -1004775 |
Avg Bars in Trades | 55 | 61 | 50 | 55 | 61 | 50 |
Avg Bars in Winners | 35 | 38 | 33 | 46 | 52 | 39 |
Avg Bars in Losers | 87 | 87 | 87 | 68 | 72 | 64 |
Bars Traded | 17649 | 9709 | 7940 | 17649 | 9709 | 7940 |
Profit Streak | 6.5982 | 7.0982 | 0 | 6.5982 | 7.0982 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576979 | -579287 | -578126 | -577552 | 547433 | -579603 |
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{ "first_band": { "type": "bbm", "factors": { "length": 34, "offset": 0, "std": 3.3963 } }, "second_band": { "type": "alma", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 34, "offset": 0, "std": 3.3963 } }, "second_band": { "type": "alma", "factors": { "length": 62, "offset": 0 } } }
# | 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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