Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43717.8055 | 22815.248 | 20902.5576 | 50554.885 | 22220.0656 | 28334.8194 |
Total P&L (%) | 43.7178 | 22.8152 | 20.9026 | 50.5549 | 22.2201 | 28.3348 |
Avg Daily Profit (%) | 0.8394 | 0.4381 | 0.4014 | 0.7887 | 0.386 | 0.4802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11536 | -12419 | -9252 | -19105 | -20444 | -9547 |
Profit Factor | 1.8313 | 1.6285 | 2.2831 | 1.6994 | 1.4227 | 2.4369 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 65.3846 | 58.9744 | 71.7949 | 65.3846 | 58.9744 | 71.7949 |
Ratio Avg Win / Avg Loss | 0.9695 | 1.1329 | 0.8969 | 0.8997 | 0.9897 | 0.9573 |
Largest Winning Trade | 7442 | 7442 | 4878 | 8304 | 8304 | 5076 |
Largest Losing Trade | -9693 | -9693 | -4618 | -16274 | -16274 | -4689 |
Avg Bars in Trades | 309 | 481 | 138 | 309 | 481 | 138 |
Avg Bars in Winners | 200 | 288 | 127 | 200 | 288 | 127 |
Avg Bars in Losers | 516 | 758 | 165 | 516 | 758 | 165 |
Bars Traded | 24163 | 18769 | 5395 | 24163 | 18769 | 5395 |
Profit Streak | 12.863 | 0 | 21.1547 | 12.863 | 0 | 21.1547 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26363 | 206754 | 267693 | -26152 | 75472 | 401636 |
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{ "first_band": { "type": "bbl", "factors": { "length": 134, "offset": 0, "std": 2.54045 } }, "second_band": { "type": "alma", "factors": { "length": 209, "offset": 148 } } }
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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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