Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236278.223 | 323450.2017 | -87171.9787 | -75350.6207 | 58572.2697 | -133922.8904 |
Total P&L (%) | 236.2782 | 323.4502 | -87.172 | -75.3506 | 58.5723 | -133.9229 |
Avg Daily Profit (%) | 0.146 | 0.1999 | -0.0539 | -0.0865 | 0.0285 | 0 |
Buy And Hold Return (%) | 23.9774 | 23.9774 | 23.9774 | 23.9774 | 23.9774 | 23.9774 |
Max Trade Drawdown | -232164 | -214994 | -143443 | -501946 | -540551 | -274869 |
Profit Factor | 1.1272 | 1.3505 | 0.9067 | 0.9741 | 1.0391 | 0.9053 |
Total Trades | 840 | 420 | 420 | 840 | 420 | 420 |
Winning Trades | 379 | 184 | 195 | 379 | 184 | 195 |
Losing Trades | 461 | 236 | 225 | 461 | 236 | 225 |
Profitability (%) | 45.119 | 43.8095 | 46.4286 | 45.119 | 43.8095 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.3711 | 1.7321 | 1.0462 | 1.1849 | 1.3328 | 1.0445 |
Largest Winning Trade | 87444 | 87444 | 46289 | 177793 | 177793 | 153632 |
Largest Losing Trade | -60543 | -50426 | -60543 | -246157 | -246157 | -235924 |
Avg Bars in Trades | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Winners | 26 | 28 | 25 | 26 | 28 | 25 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 19132 | 9859 | 9273 | 19132 | 9859 | 9273 |
Profit Streak | 0 | 0 | 483.1032 | 0 | 0 | 483.1032 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75949 | 310815 | -577998 | -576344 | -336738 | -577998 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 132 } }, "second_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 132 } }, "second_band": { "type": "alma", "factors": { "length": 108, "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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