Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2053535.3249 | 2018400.1296 | 35135.1952 | 1037076.1807 | 2603118.7148 | -1566042.5341 |
Total P&L (%) | 2053.5353 | 2018.4001 | 35.1352 | 1037.0762 | 2603.1187 | -1566.0425 |
Avg Daily Profit (%) | 1.0938 | 1.0751 | 0.0187 | 0.1296 | 0.1758 | 0 |
Buy And Hold Return (%) | 376.2621 | 376.2621 | 376.2621 | 376.2621 | 376.2621 | 376.2621 |
Max Trade Drawdown | -213070 | -197966 | -99794 | -8100572 | -6583684 | -2750736 |
Profit Factor | 3.4138 | 4.9615 | 1.103 | 1.0609 | 1.2425 | 0.7516 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 50 | 17 | 33 | 50 | 17 | 33 |
Losing Trades | 74 | 45 | 29 | 74 | 45 | 29 |
Profitability (%) | 40.3226 | 27.4194 | 53.2258 | 40.3226 | 27.4194 | 53.2258 |
Ratio Avg Win / Avg Loss | 5.0524 | 13.1334 | 0.9693 | 1.5701 | 3.2891 | 0.6605 |
Largest Winning Trade | 1414326 | 1414326 | 51269 | 7205867 | 7205867 | 1105598 |
Largest Losing Trade | -55089 | -41317 | -55089 | -1900720 | -1900720 | -1251462 |
Avg Bars in Trades | 178 | 273 | 83 | 178 | 273 | 83 |
Avg Bars in Winners | 197 | 396 | 94 | 197 | 396 | 94 |
Avg Bars in Losers | 165 | 226 | 71 | 165 | 226 | 71 |
Bars Traded | 22119 | 16936 | 5183 | 22119 | 16936 | 5183 |
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 | 557524 | -153528 | -596334 | -178848 | -164989 | -734540 |
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{ "first_band": { "type": "alma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 117, "offset": 0, "std": 2.1587 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 117, "offset": 0, "std": 2.1587 } } }
# | 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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