Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818346.4908 | 691718.3462 | 126628.1446 | 534606.6054 | -2595402.1643 | 3130008.7697 |
Total P&L (%) | 818.3465 | 691.7183 | 126.6281 | 534.6066 | -2595.4022 | 3130.0088 |
Avg Daily Profit (%) | 0.4239 | 0.3583 | 0.0656 | 0.0958 | 0 | 0.1802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262637 | -222500 | -73760 | -16612927 | -16160287 | -1913958 |
Profit Factor | 2.6065 | 2.8617 | 1.9187 | 1.0245 | 0.8553 | 1.8073 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 45.9016 | 33.3333 | 58.0645 | 45.9016 | 33.3333 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.072 | 5.7234 | 1.3857 | 1.2075 | 1.7106 | 1.3053 |
Largest Winning Trade | 437887 | 437887 | 40594 | 11631562 | 11631562 | 2897421 |
Largest Losing Trade | -48932 | -48932 | -22524 | -8409249 | -8409249 | -988394 |
Avg Bars in Trades | 170 | 255 | 87 | 170 | 255 | 87 |
Avg Bars in Winners | 195 | 375 | 95 | 195 | 375 | 95 |
Avg Bars in Losers | 148 | 196 | 75 | 148 | 196 | 75 |
Bars Traded | 10378 | 7679 | 2699 | 10378 | 7679 | 2699 |
Profit Streak | 105.4191 | 0 | 154.4191 | 105.4191 | 0 | 154.4191 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152109 | 299709 | -101227 | -425290 | -584529 | 423600 |
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{ "first_band": { "type": "alma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 120, "offset": 0, "std": 2.61653 } } }
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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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