Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673083.4035 | 688736.0148 | -15652.6113 | 206153.8792 | 1627993.0492 | -1421839.1701 |
Total P&L (%) | 673.0834 | 688.736 | -15.6526 | 206.1539 | 1627.993 | -1421.8392 |
Avg Daily Profit (%) | 0.359 | 0.3674 | -0.0083 | 0.0597 | 0.1521 | 0 |
Buy And Hold Return (%) | 239.627 | 239.627 | 239.627 | 239.627 | 239.627 | 239.627 |
Max Trade Drawdown | -144809 | -138938 | -59685 | -8214527 | -6476457 | -2317966 |
Profit Factor | 2.0963 | 2.5069 | 0.9002 | 1.0147 | 1.1564 | 0.6076 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 54.6512 | 55.814 | 53.4884 | 54.6512 | 55.814 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.7395 | 1.9846 | 0.7828 | 0.842 | 0.9155 | 0.5283 |
Largest Winning Trade | 257982 | 257982 | 13127 | 3858796 | 3858796 | 457394 |
Largest Losing Trade | -65195 | -65195 | -27204 | -2587103 | -2587103 | -2317966 |
Avg Bars in Trades | 258 | 483 | 32 | 258 | 483 | 32 |
Avg Bars in Winners | 171 | 303 | 32 | 171 | 303 | 32 |
Avg Bars in Losers | 362 | 710 | 32 | 362 | 710 | 32 |
Bars Traded | 22195 | 20788 | 1407 | 22195 | 20788 | 1407 |
Profit Streak | 0 | 70.7992 | 0 | 0 | 70.7992 | 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 | 393647 | 445911 | -580274 | -484181 | -41278 | -580274 |
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{ "first_band": { "type": "bbl", "factors": { "length": 150, "offset": 0, "std": 1.24531 } }, "second_band": { "type": "alma", "factors": { "length": 170, "offset": 0 } } }
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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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