Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8423583.2231 | 143315.5868 | -8566898.8098 | 79867578.6348 | -157924509.6274 | 237792088.2622 |
Total P&L (%) | -8423.5832 | 143.3156 | -8566.8988 | 79867.5786 | -157924.5096 | 237792.0883 |
Avg Daily Profit (%) | -3.7059 | 0.0631 | -3.769 | 0.2945 | 0 | 0.3426 |
Buy And Hold Return (%) | 8686.3235 | 8686.3235 | 8686.3235 | 8686.3235 | 8686.3235 | 8686.3235 |
Max Trade Drawdown | -8593613 | -83522 | -8642363 | -303001170 | -189304512 | -207494381 |
Profit Factor | 0.0697 | 1.7861 | 0.0345 | 1.1458 | 0.447 | 1.9069 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 65 | 35 | 30 | 35 | 17 | 18 |
Losing Trades | 26 | 11 | 15 | 56 | 29 | 27 |
Profitability (%) | 71.4286 | 76.087 | 66.6667 | 38.4615 | 36.9565 | 40 |
Ratio Avg Win / Avg Loss | 0.0279 | 0.5614 | 0.0172 | 1.8333 | 0.7626 | 2.8603 |
Largest Winning Trade | 41891 | 41891 | 39853 | 230399360 | 30115470 | 230399360 |
Largest Losing Trade | -8519923 | -30563 | -8519923 | -34850814 | -34850814 | -27692624 |
Avg Bars in Trades | 46 | 39 | 54 | 46 | 39 | 54 |
Avg Bars in Winners | 30 | 25 | 36 | 64 | 61 | 66 |
Avg Bars in Losers | 86 | 81 | 89 | 35 | 25 | 46 |
Bars Traded | 4240 | 1798 | 2442 | 4240 | 1798 | 2442 |
Profit Streak | 138.8908 | 138.8908 | 232.8908 | 138.8908 | 138.8908 | 232.8908 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576518 | -269880 | -577960 | -53479 | -585206 | 347216 |
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{ "first_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 3.67324 } }, "second_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 3.67324 } }, "second_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } } }
# | 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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