Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83917.7921 | 21892.309 | 62025.4831 | 37467.3638 | -1857.6063 | 39324.9701 |
Total P&L (%) | 83.9178 | 21.8923 | 62.0255 | 37.4674 | -1.8576 | 39.325 |
Avg Daily Profit (%) | 0.1611 | 0.042 | 0.1191 | 0.0611 | -0.0036 | 0.0637 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105286 | -49745 | -78157 | -137752 | -66983 | -89669 |
Profit Factor | 1.2459 | 1.1479 | 1.3208 | 1.0926 | 0.9894 | 1.1716 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 107 | 48 | 59 | 107 | 48 | 59 |
Losing Trades | 54 | 33 | 21 | 54 | 33 | 21 |
Profitability (%) | 66.4596 | 59.2593 | 73.75 | 66.4596 | 59.2593 | 73.75 |
Ratio Avg Win / Avg Loss | 0.6288 | 0.7892 | 0.4701 | 0.5514 | 0.6802 | 0.417 |
Largest Winning Trade | 17066 | 11562 | 17066 | 14087 | 10389 | 14087 |
Largest Losing Trade | -50135 | -20742 | -50135 | -54133 | -32191 | -54133 |
Avg Bars in Trades | 151 | 101 | 200 | 151 | 101 | 200 |
Avg Bars in Winners | 114 | 76 | 145 | 114 | 76 | 145 |
Avg Bars in Losers | 223 | 138 | 356 | 223 | 138 | 356 |
Bars Traded | 24318 | 8253 | 16065 | 24318 | 8253 | 16065 |
Profit Streak | 9.2968 | 9.2968 | 18.901 | 9.2968 | 9.2968 | 18.901 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320227 | -212255 | -51611 | -230562 | -591160 | -159217 |
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{ "first_band": { "type": "bbu", "factors": { "length": 235, "offset": 0, "std": 1.57701 } }, "second_band": { "type": "alma", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 235, "offset": 0, "std": 1.57701 } }, "second_band": { "type": "alma", "factors": { "length": 174, "offset": 0 } } }
# | 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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