Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1976769.5286 | 2042278.026 | -65508.4974 | 63677.9599 | 2600053.7918 | -2536375.8319 |
Total P&L (%) | 1976.7695 | 2042.278 | -65.5085 | 63.678 | 2600.0538 | -2536.3758 |
Avg Daily Profit (%) | 1.0523 | 1.0871 | -0.0349 | 0.0262 | 0.1756 | 0 |
Buy And Hold Return (%) | 360.785 | 360.785 | 360.785 | 360.785 | 360.785 | 360.785 |
Max Trade Drawdown | -282427 | -247486 | -105778 | -12409240 | -9693607 | -2874168 |
Profit Factor | 3.3018 | 4.3652 | 0.7399 | 1.0038 | 1.2131 | 0.4361 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 38.5321 | 29.6296 | 47.2727 | 38.5321 | 29.6296 | 47.2727 |
Ratio Avg Win / Avg Loss | 5.2672 | 10.3672 | 0.8253 | 1.6013 | 2.881 | 0.4864 |
Largest Winning Trade | 1430947 | 1430947 | 33937 | 10700843 | 10700843 | 329298 |
Largest Losing Trade | -42843 | -42843 | -32096 | -2869061 | -2869061 | -1643396 |
Avg Bars in Trades | 202 | 360 | 47 | 202 | 360 | 47 |
Avg Bars in Winners | 257 | 587 | 54 | 257 | 587 | 54 |
Avg Bars in Losers | 168 | 265 | 42 | 168 | 265 | 42 |
Bars Traded | 22120 | 19491 | 2629 | 22120 | 19491 | 2629 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522488 | -169891 | -761893 | -542999 | -181250 | -761893 |
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{ "first_band": { "type": "alma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 79, "offset": 0, "std": 4.97555 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 79, "offset": 0, "std": 4.97555 } } }
# | 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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