Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2265698.8597 | 2145269.5729 | 120429.2869 | 59347208.7873 | 40111774.6271 | 19235434.1602 |
Total P&L (%) | 2265.6989 | 2145.2696 | 120.4293 | 59347.2088 | 40111.7746 | 19235.4342 |
Avg Daily Profit (%) | 1.2116 | 1.1472 | 0.0644 | 0.3422 | 0.3212 | 0.2819 |
Buy And Hold Return (%) | 6533.4772 | 6533.4772 | 6533.4772 | 6533.4772 | 6533.4772 | 6533.4772 |
Max Trade Drawdown | -92641 | -66024 | -64959 | -5409888 | -5959566 | -3752007 |
Profit Factor | 7.8509 | 11.2153 | 1.9977 | 3.7785 | 3.6558 | 4.0748 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 56.7164 | 51.5152 | 61.7647 | 56.7164 | 51.5152 | 61.7647 |
Ratio Avg Win / Avg Loss | 5.9915 | 10.5556 | 1.2367 | 2.8836 | 3.4407 | 2.5225 |
Largest Winning Trade | 1401056 | 1401056 | 43537 | 14262123 | 14262123 | 9269173 |
Largest Losing Trade | -56734 | -56734 | -29848 | -4718727 | -4718727 | -2578094 |
Avg Bars in Trades | 77 | 122 | 34 | 77 | 122 | 34 |
Avg Bars in Winners | 102 | 182 | 37 | 102 | 182 | 37 |
Avg Bars in Losers | 45 | 58 | 28 | 45 | 58 | 28 |
Bars Traded | 5210 | 4043 | 1167 | 5210 | 4043 | 1167 |
Profit Streak | 0 | 178.7281 | 0 | 0 | 178.7281 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -263855 | -143026 | -268523 | -103977 | 578342 | 511253 |
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{ "first_band": { "type": "alma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 79, "offset": 0, "std": 1.11526 } } }
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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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