Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2794401.7856 | 2839093.381 | -44691.5954 | -10996.3859 | 910945.8034 | -921942.1893 |
Total P&L (%) | 2794.4018 | 2839.0934 | -44.6916 | -10.9964 | 910.9458 | -921.9422 |
Avg Daily Profit (%) | 1.3416 | 1.363 | -0.0215 | -0.0056 | 0.1111 | 0 |
Buy And Hold Return (%) | 84.1046 | 84.1046 | 84.1046 | 84.1046 | 84.1046 | 84.1046 |
Max Trade Drawdown | -354225 | -306728 | -77394 | -8637809 | -7289344 | -1548866 |
Profit Factor | 3.7938 | 4.7049 | 0.8089 | 0.9992 | 1.0849 | 0.648 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 45 | 15 | 30 | 45 | 15 | 30 |
Losing Trades | 72 | 43 | 29 | 72 | 43 | 29 |
Profitability (%) | 38.4615 | 25.8621 | 50.8475 | 38.4615 | 25.8621 | 50.8475 |
Ratio Avg Win / Avg Loss | 6.0701 | 13.4875 | 0.782 | 1.5987 | 3.11 | 0.6264 |
Largest Winning Trade | 2446029 | 2446029 | 26938 | 5977351 | 5977351 | 798155 |
Largest Losing Trade | -51367 | -51367 | -29976 | -3016215 | -3016215 | -534253 |
Avg Bars in Trades | 207 | 374 | 42 | 207 | 374 | 42 |
Avg Bars in Winners | 285 | 768 | 43 | 285 | 768 | 43 |
Avg Bars in Losers | 158 | 236 | 41 | 158 | 236 | 41 |
Bars Traded | 24229 | 21707 | 2522 | 24229 | 21707 | 2522 |
Profit Streak | 24.2431 | 0 | 50.4098 | 24.2431 | 0 | 50.4098 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 608913 | -185115 | -756783 | -581632 | -376598 | -756783 |
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{ "first_band": { "type": "alma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 249, "offset": 0, "std": 2.30018 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 249, "offset": 0, "std": 2.30018 } } }
# | 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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