Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135549.7286 | 37116.4384 | 98433.2902 | 247995.3635 | 85483.7135 | 162511.65 |
Total P&L (%) | 135.5497 | 37.1164 | 98.4333 | 247.9954 | 85.4837 | 162.5117 |
Avg Daily Profit (%) | 0.5205 | 0.1425 | 0.378 | 0.48 | 0.2375 | 0.3713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26678 | -15007 | -19159 | -53758 | -29703 | -38872 |
Profit Factor | 2.168 | 1.7106 | 2.5422 | 2.0334 | 1.8386 | 2.1771 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 61.6822 | 62.963 | 60.3774 | 61.6822 | 62.963 | 60.3774 |
Ratio Avg Win / Avg Loss | 1.3468 | 1.0062 | 1.6683 | 1.2631 | 1.0815 | 1.4288 |
Largest Winning Trade | 17503 | 8720 | 17503 | 26912 | 21959 | 26912 |
Largest Losing Trade | -9189 | -9189 | -8349 | -23080 | -18130 | -23080 |
Avg Bars in Trades | 223 | 89 | 360 | 223 | 89 | 360 |
Avg Bars in Winners | 156 | 86 | 230 | 156 | 86 | 230 |
Avg Bars in Losers | 331 | 93 | 557 | 331 | 93 | 557 |
Bars Traded | 23910 | 4820 | 19090 | 23910 | 4820 | 19090 |
Profit Streak | 7.8026 | 9.9693 | 0 | 7.8026 | 9.9693 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520323 | -181787 | -166116 | 498508 | -168347 | -167989 |
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{ "first_band": { "type": "bbu", "factors": { "length": 99, "offset": 0, "std": 4.82496 } }, "second_band": { "type": "alma", "factors": { "length": 193, "offset": 183 } } }
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# | 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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