Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495888.3912 | 394868.6446 | 101019.7466 | 2185745.0855 | 1578432.0879 | 607312.9976 |
Total P&L (%) | 495.8884 | 394.8686 | 101.0197 | 2185.7451 | 1578.4321 | 607.313 |
Avg Daily Profit (%) | 0.2638 | 0.21 | 0.0537 | 0.1666 | 0.1501 | 0.1041 |
Buy And Hold Return (%) | 250.1487 | 250.1487 | 250.1487 | 250.1487 | 250.1487 | 250.1487 |
Max Trade Drawdown | -76469 | -40309 | -86434 | -680628 | -541477 | -752311 |
Profit Factor | 2.3532 | 3.4591 | 1.4906 | 1.5915 | 1.8794 | 1.3196 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 60.7843 | 60.7843 | 60.7843 | 60.7843 | 60.7843 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.5182 | 2.2317 | 0.9617 | 1.0268 | 1.2125 | 0.8514 |
Largest Winning Trade | 152411 | 152411 | 35231 | 491993 | 461102 | 491993 |
Largest Losing Trade | -54185 | -22636 | -54185 | -639679 | -453488 | -639679 |
Avg Bars in Trades | 34 | 35 | 33 | 34 | 35 | 33 |
Avg Bars in Winners | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 3511 | 1824 | 1687 | 3511 | 1824 | 1687 |
Profit Streak | 18.3272 | 0 | 129.3272 | 18.3272 | 0 | 129.3272 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283463 | -174033 | -464662 | 426602 | -169049 | -236378 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 232 } }, "second_band": { "type": "alma", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 232 } }, "second_band": { "type": "alma", "factors": { "length": 204, "offset": 0 } } }
# | 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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