Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869545.57 | 977197.343 | -107651.773 | -72231.6767 | 180906.5819 | -253138.2586 |
Total P&L (%) | 869.5456 | 977.1973 | -107.6518 | -72.2317 | 180.9066 | -253.1383 |
Avg Daily Profit (%) | 0.4719 | 0.5303 | -0.0584 | -0.0695 | 0.0561 | 0 |
Buy And Hold Return (%) | 107.5622 | 107.5622 | 107.5622 | 107.5622 | 107.5622 | 107.5622 |
Max Trade Drawdown | -298318 | -213221 | -116867 | -697569 | -456146 | -256742 |
Profit Factor | 2.13 | 2.7868 | 0.5164 | 0.9244 | 1.2783 | 0.1704 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 38.0952 | 32.6923 | 43.3962 | 38.0952 | 32.6923 | 43.3962 |
Ratio Avg Win / Avg Loss | 3.4612 | 5.7375 | 0.6736 | 1.5021 | 2.6318 | 0.2222 |
Largest Winning Trade | 1034071 | 1034071 | 17412 | 653875 | 653875 | 10751 |
Largest Losing Trade | -37792 | -37792 | -21630 | -169717 | -169717 | -105181 |
Avg Bars in Trades | 207 | 383 | 34 | 207 | 383 | 34 |
Avg Bars in Winners | 280 | 607 | 38 | 280 | 607 | 38 |
Avg Bars in Losers | 162 | 275 | 32 | 162 | 275 | 32 |
Bars Traded | 21806 | 19958 | 1847 | 21806 | 19958 | 1847 |
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 | 362252 | -170884 | -763401 | -582350 | -313057 | -763401 |
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{ "first_band": { "type": "alma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 173, "offset": 0, "std": 4.48067 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 173, "offset": 0, "std": 4.48067 } } }
# | 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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