Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2772693.5688 | 2695091.2376 | 77602.3312 | 39343557.7207 | 32755485.6004 | 6588072.1203 |
Total P&L (%) | 2772.6936 | 2695.0912 | 77.6023 | 39343.5577 | 32755.4856 | 6588.0721 |
Avg Daily Profit (%) | 1.2232 | 1.189 | 0.0342 | 0.2641 | 0.256 | 0.1856 |
Buy And Hold Return (%) | 9729.647 | 9729.647 | 9729.647 | 9729.647 | 9729.647 | 9729.647 |
Max Trade Drawdown | -79874 | -69152 | -64213 | -13358997 | -10616610 | -7085574 |
Profit Factor | 7.2433 | 11.5642 | 1.4106 | 1.8852 | 2.2154 | 1.3765 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 55.0725 | 50 | 60 | 55.0725 | 50 | 60 |
Ratio Avg Win / Avg Loss | 5.909 | 11.5642 | 0.9404 | 1.5379 | 2.2154 | 0.9177 |
Largest Winning Trade | 1840074 | 1840074 | 41218 | 24157125 | 24157125 | 7507366 |
Largest Losing Trade | -38852 | -38852 | -35875 | -10616610 | -10616610 | -3890179 |
Avg Bars in Trades | 127 | 183 | 74 | 127 | 183 | 74 |
Avg Bars in Winners | 132 | 207 | 71 | 132 | 207 | 71 |
Avg Bars in Losers | 122 | 159 | 77 | 122 | 159 | 77 |
Bars Traded | 8818 | 6228 | 2590 | 8818 | 6228 | 2590 |
Profit Streak | 67.5938 | 213.5938 | 67.5938 | 67.5938 | 213.5938 | 67.5938 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -248088 | -142404 | -311999 | -94391 | 406367 | -157133 |
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{ "first_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 119, "offset": 0, "std": 1.09557 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 119, "offset": 0, "std": 1.09557 } } }
# | 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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