Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579640.2432 | 578686.4642 | 953.7791 | 6600.2563 | 96662.5042 | -90062.2479 |
Total P&L (%) | 579.6402 | 578.6865 | 0.9538 | 6.6003 | 96.6625 | -90.0622 |
Avg Daily Profit (%) | 0.3091 | 0.3086 | 0.0005 | 0.0034 | 0.0361 | -0.1231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163734 | -133159 | -80024 | -406170 | -302311 | -150533 |
Profit Factor | 1.705 | 2.2097 | 1.0028 | 1.0062 | 1.1521 | 0.7936 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 70 | 26 | 44 | 70 | 26 | 44 |
Losing Trades | 111 | 64 | 47 | 111 | 64 | 47 |
Profitability (%) | 38.674 | 28.8889 | 48.3516 | 38.674 | 28.8889 | 48.3516 |
Ratio Avg Win / Avg Loss | 2.7037 | 5.4393 | 1.0711 | 1.5955 | 2.8359 | 0.8477 |
Largest Winning Trade | 543481 | 543481 | 35494 | 379566 | 379566 | 50600 |
Largest Losing Trade | -42453 | -42453 | -29155 | -155399 | -155399 | -51758 |
Avg Bars in Trades | 30 | 41 | 19 | 30 | 41 | 19 |
Avg Bars in Winners | 43 | 81 | 20 | 43 | 81 | 20 |
Avg Bars in Losers | 22 | 25 | 18 | 22 | 25 | 18 |
Bars Traded | 5549 | 3773 | 1776 | 5549 | 3773 | 1776 |
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 | 314817 | 6572 | -576054 | -570137 | -209799 | -581452 |
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{ "first_band": { "type": "alma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 11, "offset": 0, "std": 3.06357 } } }
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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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