Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711508.9173 | 623544.5715 | 87964.3458 | 594132.4948 | 117082.6622 | 477049.8325 |
Total P&L (%) | 711.5089 | 623.5446 | 87.9643 | 594.1325 | 117.0827 | 477.0498 |
Avg Daily Profit (%) | 0.3803 | 0.3333 | 0.047 | 0.1036 | 0.0414 | 0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71934 | -69895 | -33192 | -714444 | -658862 | -437455 |
Profit Factor | 2.5699 | 3.8224 | 1.3787 | 1.1596 | 1.064 | 1.2521 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 32.9032 | 32.4675 | 33.3333 | 32.9032 | 32.4675 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.2405 | 7.9505 | 2.7573 | 2.3647 | 2.213 | 2.5043 |
Largest Winning Trade | 610218 | 610218 | 54539 | 495882 | 495882 | 442185 |
Largest Losing Trade | -22173 | -19156 | -22173 | -244673 | -150878 | -244673 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 102 | 88 | 115 | 102 | 88 | 115 |
Avg Bars in Losers | 19 | 23 | 15 | 19 | 23 | 15 |
Bars Traded | 7254 | 3453 | 3801 | 7254 | 3453 | 3801 |
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 | 311112 | -32668 | -169383 | -103937 | -335393 | -107878 |
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{ "first_band": { "type": "alma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 3.53082 } } }
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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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