Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89476.5145 | 61511.6756 | 27964.8389 | 97538.9884 | 82376.7782 | 15162.2101 |
Total P&L (%) | 89.4765 | 61.5117 | 27.9648 | 97.539 | 82.3768 | 15.1622 |
Avg Daily Profit (%) | 0.3436 | 0.2362 | 0.1074 | 0.2618 | 0.231 | 0.0542 |
Buy And Hold Return (%) | 10.3122 | 10.3122 | 10.3122 | 10.3122 | 10.3122 | 10.3122 |
Max Trade Drawdown | -32113 | -41359 | -23109 | -43006 | -50704 | -45887 |
Profit Factor | 1.384 | 1.4957 | 1.2568 | 1.2833 | 1.4662 | 1.0905 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 47.6744 | 45.3488 | 50 | 47.6744 | 45.3488 | 50 |
Ratio Avg Win / Avg Loss | 1.519 | 1.8025 | 1.2568 | 1.4085 | 1.7669 | 1.0905 |
Largest Winning Trade | 33169 | 33169 | 17382 | 30076 | 30076 | 19805 |
Largest Losing Trade | -15277 | -15277 | -8546 | -19652 | -19652 | -17850 |
Avg Bars in Trades | 143 | 202 | 84 | 143 | 202 | 84 |
Avg Bars in Winners | 204 | 310 | 108 | 204 | 310 | 108 |
Avg Bars in Losers | 87 | 112 | 61 | 87 | 112 | 61 |
Bars Traded | 24689 | 17411 | 7278 | 24689 | 17411 | 7278 |
Profit Streak | 3.6861 | 13.1027 | 0 | 3.6861 | 13.1027 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311304 | 258586 | -54894 | 223966 | 275335 | -262698 |
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{ "first_band": { "type": "alma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 210, "offset": 98, "std": 2.88066 } } }
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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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