Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763981.9478 | 576314.5556 | 187667.3922 | 468341.0513 | -403596.2231 | 871937.2744 |
Total P&L (%) | 763.9819 | 576.3146 | 187.6674 | 468.3411 | -403.5962 | 871.9373 |
Avg Daily Profit (%) | 0.4232 | 0.3192 | 0.104 | 0.0963 | 0 | 0.1261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123288 | -87034 | -65060 | -1298603 | -866169 | -559225 |
Profit Factor | 2.5444 | 2.9904 | 1.9149 | 1.1238 | 0.8158 | 1.5481 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 52.3077 | 40.625 | 63.6364 | 52.3077 | 40.625 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.3199 | 4.3705 | 1.0942 | 1.0247 | 1.1923 | 0.8846 |
Largest Winning Trade | 604874 | 604874 | 66077 | 602867 | 450990 | 602867 |
Largest Losing Trade | -55814 | -35961 | -55814 | -559225 | -311425 | -559225 |
Avg Bars in Trades | 108 | 121 | 95 | 108 | 121 | 95 |
Avg Bars in Winners | 133 | 171 | 110 | 133 | 171 | 110 |
Avg Bars in Losers | 80 | 86 | 70 | 80 | 86 | 70 |
Bars Traded | 7030 | 3872 | 3158 | 7030 | 3872 | 3158 |
Profit Streak | 0 | 41.3629 | 0 | 0 | 41.3629 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120904 | 419037 | -49930 | -284428 | -582239 | -22644 |
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{ "first_band": { "type": "alma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 219, "offset": 0, "std": 1.1998 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 219, "offset": 0, "std": 1.1998 } } }
# | 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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