Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438400.818 | 450658.7882 | -12257.9703 | 93795.9479 | 193742.5335 | -99946.5856 |
Total P&L (%) | 438.4008 | 450.6588 | -12.258 | 93.7959 | 193.7425 | -99.9466 |
Avg Daily Profit (%) | 0.2105 | 0.2164 | -0.0059 | 0.0318 | 0.0517 | -0.3611 |
Buy And Hold Return (%) | 73.7351 | 73.7351 | 73.7351 | 73.7351 | 73.7351 | 73.7351 |
Max Trade Drawdown | -139253 | -107179 | -49154 | -976856 | -741178 | -247663 |
Profit Factor | 1.9182 | 2.2125 | 0.8841 | 1.0495 | 1.1322 | 0.7674 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 45.5696 | 41.0256 | 50 | 45.5696 | 41.0256 | 50 |
Ratio Avg Win / Avg Loss | 2.2912 | 3.1805 | 0.8841 | 1.2536 | 1.6275 | 0.7674 |
Largest Winning Trade | 376794 | 376794 | 14403 | 793426 | 793426 | 141910 |
Largest Losing Trade | -39975 | -39975 | -16621 | -197451 | -197451 | -178029 |
Avg Bars in Trades | 307 | 587 | 33 | 307 | 587 | 33 |
Avg Bars in Winners | 430 | 925 | 34 | 430 | 925 | 34 |
Avg Bars in Losers | 204 | 352 | 33 | 204 | 352 | 33 |
Bars Traded | 24263 | 22915 | 1349 | 24263 | 22915 | 1349 |
Profit Streak | 0 | 196.7378 | 0 | 0 | 196.7378 | 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 | -22350 | 306041 | -580749 | -430664 | -204120 | -580749 |
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{ "first_band": { "type": "alma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 2.90087 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 2.90087 } } }
# | 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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