Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92794.4434 | 33402.5218 | 59391.9217 | 100334.4013 | 43711.2801 | 56623.1212 |
Total P&L (%) | 92.7944 | 33.4025 | 59.3919 | 100.3344 | 43.7113 | 56.6231 |
Avg Daily Profit (%) | 0.3563 | 0.1283 | 0.2281 | 0.2672 | 0.1393 | 0.1724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50955 | -24679 | -44698 | -109464 | -49800 | -108382 |
Profit Factor | 1.4331 | 1.3322 | 1.5224 | 1.236 | 1.2307 | 1.2402 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 58.1395 | 56.9231 | 59.375 | 58.1395 | 56.9231 | 59.375 |
Ratio Avg Win / Avg Loss | 1.0319 | 1.0081 | 1.0417 | 0.8899 | 0.9314 | 0.8486 |
Largest Winning Trade | 14279 | 13422 | 14279 | 28604 | 27123 | 28604 |
Largest Losing Trade | -27098 | -9038 | -27098 | -53581 | -17476 | -53581 |
Avg Bars in Trades | 175 | 93 | 258 | 175 | 93 | 258 |
Avg Bars in Winners | 159 | 90 | 226 | 159 | 90 | 226 |
Avg Bars in Losers | 197 | 96 | 306 | 197 | 96 | 306 |
Bars Traded | 22630 | 6072 | 16558 | 22630 | 6072 | 16558 |
Profit Streak | 0 | 0 | 25.6069 | 0 | 0 | 25.6069 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354823 | -156494 | -129260 | 224016 | -143087 | -133311 |
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{ "first_band": { "type": "bbu", "factors": { "length": 154, "offset": 0, "std": 4.76537 } }, "second_band": { "type": "alma", "factors": { "length": 184, "offset": 184 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 154, "offset": 0, "std": 4.76537 } }, "second_band": { "type": "alma", "factors": { "length": 184, "offset": 184 } } }
# | 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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