Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337830.7091 | 303227.5184 | 34603.1907 | -25588.8651 | -121596.079 | 96007.2139 |
Total P&L (%) | 337.8307 | 303.2275 | 34.6032 | -25.5889 | -121.5961 | 96.0072 |
Avg Daily Profit (%) | 0.2133 | 0.1915 | 0.0219 | -0.0187 | 0 | 0.0425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211314 | -132476 | -113097 | -850379 | -646870 | -214965 |
Profit Factor | 1.5682 | 1.8933 | 1.1356 | 0.9889 | 0.9257 | 1.1418 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 56.5789 | 60.5263 | 52.6316 | 56.5789 | 60.5263 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.2035 | 1.2348 | 1.0221 | 0.759 | 0.6037 | 1.0276 |
Largest Winning Trade | 188331 | 188331 | 43315 | 299839 | 299839 | 104342 |
Largest Losing Trade | -65302 | -65302 | -41971 | -485488 | -485488 | -102400 |
Avg Bars in Trades | 78 | 134 | 22 | 78 | 134 | 22 |
Avg Bars in Winners | 47 | 68 | 24 | 47 | 68 | 24 |
Avg Bars in Losers | 118 | 235 | 20 | 118 | 235 | 20 |
Bars Traded | 5955 | 5096 | 859 | 5955 | 5096 | 859 |
Profit Streak | 65.99 | 65.99 | 115.24 | 65.99 | 65.99 | 115.24 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41805 | 430842 | -235704 | -632041 | -578841 | -198708 |
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{ "first_band": { "type": "bbl", "factors": { "length": 21, "offset": 0, "std": 4.40483 } }, "second_band": { "type": "alma", "factors": { "length": 152, "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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