Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1335835.2875 | 1290189.6224 | 45645.6651 | 1439721.5466 | 1663860.4774 | -224138.9307 |
Total P&L (%) | 1335.8353 | 1290.1896 | 45.6457 | 1439.7215 | 1663.8605 | -224.1389 |
Avg Daily Profit (%) | 0.7354 | 0.7103 | 0.0251 | 0.1506 | 0.1581 | 0 |
Buy And Hold Return (%) | 615.6968 | 615.6968 | 615.6968 | 615.6968 | 615.6968 | 615.6968 |
Max Trade Drawdown | -116967 | -96141 | -42604 | -5007246 | -3483798 | -1558779 |
Profit Factor | 3.5015 | 4.9074 | 1.224 | 1.1442 | 1.2545 | 0.935 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 46.2687 | 42.4242 | 50 | 46.2687 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 4.0663 | 6.66 | 1.224 | 1.3287 | 1.7025 | 0.935 |
Largest Winning Trade | 779055 | 779055 | 53397 | 3611031 | 3611031 | 705221 |
Largest Losing Trade | -44478 | -44478 | -29909 | -1831461 | -1831461 | -1057922 |
Avg Bars in Trades | 101 | 159 | 45 | 101 | 159 | 45 |
Avg Bars in Winners | 125 | 213 | 53 | 125 | 213 | 53 |
Avg Bars in Losers | 80 | 119 | 38 | 80 | 119 | 38 |
Bars Traded | 6800 | 5248 | 1552 | 6800 | 5248 | 1552 |
Profit Streak | 0 | 89.3936 | 0 | 0 | 89.3936 | 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 | -109176 | 412608 | -325478 | -181665 | 101110 | -580795 |
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{ "first_band": { "type": "alma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 215, "offset": 0, "std": 1.9392 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 215, "offset": 0, "std": 1.9392 } } }
# | 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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