Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82417.8988 | 62259.8926 | 20158.0062 | 82311.059 | 65255.4266 | 17055.6323 |
Total P&L (%) | 82.4179 | 62.2599 | 20.158 | 82.3111 | 65.2554 | 17.0556 |
Avg Daily Profit (%) | 0.3165 | 0.2391 | 0.0774 | 0.2309 | 0.1931 | 0.0605 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45152 | -59056 | -9533 | -52615 | -66416 | -16571 |
Profit Factor | 1.5341 | 1.5181 | 1.5906 | 1.4442 | 1.4611 | 1.3895 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 49.4118 | 45.2381 | 53.4884 | 49.4118 | 45.2381 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.5706 | 1.8377 | 1.3831 | 1.4786 | 1.7687 | 1.2082 |
Largest Winning Trade | 38616 | 38616 | 7198 | 30533 | 30533 | 8514 |
Largest Losing Trade | -16976 | -16976 | -4155 | -22355 | -22355 | -4152 |
Avg Bars in Trades | 288 | 538 | 43 | 288 | 538 | 43 |
Avg Bars in Winners | 364 | 742 | 52 | 364 | 742 | 52 |
Avg Bars in Losers | 213 | 369 | 34 | 213 | 369 | 34 |
Bars Traded | 24508 | 22623 | 1886 | 24508 | 22623 | 1886 |
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 | 354427 | 243456 | -95136 | 268299 | 223957 | -120990 |
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{ "first_band": { "type": "alma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 145, "offset": 0, "std": 2.31176 } } }
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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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