Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1688603.6108 | 1589967.4922 | 98636.1186 | 55583644.1273 | 33434428.4213 | 22149215.7061 |
Total P&L (%) | 1688.6036 | 1589.9675 | 98.6361 | 55583.6441 | 33434.4284 | 22149.2157 |
Avg Daily Profit (%) | 0.7478 | 0.7041 | 0.0437 | 0.2804 | 0.2578 | 0.2396 |
Buy And Hold Return (%) | 7931.3333 | 7931.3333 | 7931.3333 | 7931.3333 | 7931.3333 | 7931.3333 |
Max Trade Drawdown | -54237 | -67836 | -71426 | -26455094 | -27890669 | -25882421 |
Profit Factor | 2.8783 | 4.545 | 1.2189 | 1.3509 | 1.3957 | 1.2997 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 146 | 66 | 80 | 146 | 66 | 80 |
Losing Trades | 199 | 106 | 93 | 199 | 106 | 93 |
Profitability (%) | 42.3188 | 38.3721 | 46.2428 | 42.3188 | 38.3721 | 46.2428 |
Ratio Avg Win / Avg Loss | 3.9231 | 7.2996 | 1.417 | 1.8413 | 2.2416 | 1.5109 |
Largest Winning Trade | 656187 | 656187 | 42596 | 38500503 | 38500503 | 13295311 |
Largest Losing Trade | -37982 | -21039 | -37982 | -10248687 | -5892976 | -10248687 |
Avg Bars in Trades | 38 | 46 | 31 | 38 | 46 | 31 |
Avg Bars in Winners | 59 | 85 | 38 | 59 | 85 | 38 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 13435 | 8064 | 5371 | 13435 | 8064 | 5371 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148746 | -150146 | -301866 | 325711 | 147767 | 185899 |
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{ "first_band": { "type": "alma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 192, "offset": 0, "std": 3.29698 } } }
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# | 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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