Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1495103.3155 | 1415061.9561 | 80041.3594 | 5553141.2185 | 4681731.4399 | 871409.7786 |
Total P&L (%) | 1495.1033 | 1415.062 | 80.0414 | 5553.1412 | 4681.7314 | 871.4098 |
Avg Daily Profit (%) | 0.8237 | 0.7796 | 0.0441 | 0.2226 | 0.2133 | 0.1253 |
Buy And Hold Return (%) | 592.7955 | 592.7955 | 592.7955 | 592.7955 | 592.7955 | 592.7955 |
Max Trade Drawdown | -102155 | -69568 | -46574 | -9347242 | -6693516 | -4239503 |
Profit Factor | 4.1041 | 6.2021 | 1.3818 | 1.267 | 1.4045 | 1.0945 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 45.7831 | 46.3415 | 45.2381 | 45.7831 | 46.3415 | 45.2381 |
Ratio Avg Win / Avg Loss | 4.8602 | 7.1814 | 1.6727 | 1.5004 | 1.6262 | 1.3249 |
Largest Winning Trade | 832274 | 832274 | 74435 | 6172279 | 6172279 | 2418251 |
Largest Losing Trade | -52324 | -52324 | -24448 | -2384735 | -2384735 | -2343068 |
Avg Bars in Trades | 83 | 114 | 53 | 83 | 114 | 53 |
Avg Bars in Winners | 112 | 150 | 75 | 112 | 150 | 75 |
Avg Bars in Losers | 59 | 83 | 35 | 59 | 83 | 35 |
Bars Traded | 6954 | 4705 | 2249 | 6954 | 4705 | 2249 |
Profit Streak | 0 | 152.3409 | 0 | 0 | 152.3409 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499363 | 618376 | -299897 | 227023 | 358194 | -163241 |
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{ "first_band": { "type": "alma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 234, "offset": 0, "std": 1.53084 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 234, "offset": 0, "std": 1.53084 } } }
# | 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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