Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2009046.5606 | -133046.262 | -1876000.2986 | 202424.6039 | -6453055.9139 | 6655480.5178 |
Total P&L (%) | -2009.0466 | -133.0463 | -1876.0003 | 202.4246 | -6453.0559 | 6655.4805 |
Avg Daily Profit (%) | -0.8873 | -0.0588 | -0.8285 | 0.0489 | 0 | 0.1862 |
Buy And Hold Return (%) | 361.7619 | 361.7619 | 361.7619 | 361.7619 | 361.7619 | 361.7619 |
Max Trade Drawdown | -2027905 | -137162 | -1928382 | -7256599 | -6473925 | -2007052 |
Profit Factor | 0.1622 | 0.6013 | 0.0913 | 1.0138 | 0.3557 | 2.4273 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 19 | 23 | 36 | 15 | 21 |
Losing Trades | 26 | 15 | 11 | 32 | 19 | 13 |
Profitability (%) | 61.7647 | 55.8824 | 67.6471 | 52.9412 | 44.1176 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.1004 | 0.4747 | 0.0437 | 0.9011 | 0.4505 | 1.5026 |
Largest Winning Trade | 27126 | 26899 | 27126 | 8109500 | 1200013 | 8109500 |
Largest Losing Trade | -1434134 | -56361 | -1434134 | -3277817 | -3277817 | -1429400 |
Avg Bars in Trades | 129 | 131 | 127 | 129 | 131 | 127 |
Avg Bars in Winners | 60 | 53 | 65 | 69 | 54 | 79 |
Avg Bars in Losers | 241 | 230 | 256 | 196 | 191 | 204 |
Bars Traded | 8794 | 4466 | 4328 | 8794 | 4466 | 4328 |
Profit Streak | 18.7344 | 0 | 275.7344 | 18.7344 | 0 | 275.7344 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692191 | -580032 | -577157 | -612982 | -583082 | 554491 |
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{ "first_band": { "type": "bbu", "factors": { "length": 15, "offset": 0, "std": 1.51265 } }, "second_band": { "type": "alma", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 15, "offset": 0, "std": 1.51265 } }, "second_band": { "type": "alma", "factors": { "length": 195, "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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