Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373959.9062 | 1313804.9416 | 60154.9646 | 1627470.9532 | 915510.5157 | 711960.4375 |
Total P&L (%) | 1373.9599 | 1313.8049 | 60.155 | 1627.471 | 915.5105 | 711.9604 |
Avg Daily Profit (%) | 0.5953 | 0.5692 | 0.0261 | 0.1235 | 0.1005 | 0.0908 |
Buy And Hold Return (%) | 14.3713 | 14.3713 | 14.3713 | 14.3713 | 14.3713 | 14.3713 |
Max Trade Drawdown | -87827 | -59905 | -106057 | -2601668 | -1739135 | -1036701 |
Profit Factor | 4.1042 | 7.4147 | 1.253 | 1.2299 | 1.2423 | 1.2158 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 45.2632 | 43.75 | 46.8085 | 45.2632 | 43.75 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.9632 | 9.5332 | 1.4238 | 1.4874 | 1.5973 | 1.3816 |
Largest Winning Trade | 1198393 | 1198393 | 92216 | 1168576 | 1031631 | 1168576 |
Largest Losing Trade | -38770 | -19049 | -38770 | -695435 | -596018 | -695435 |
Avg Bars in Trades | 44 | 38 | 50 | 44 | 38 | 50 |
Avg Bars in Winners | 79 | 72 | 85 | 79 | 72 | 85 |
Avg Bars in Losers | 15 | 12 | 19 | 15 | 12 | 19 |
Bars Traded | 4230 | 1849 | 2381 | 4230 | 1849 | 2381 |
Profit Streak | 0 | 0 | 67.9859 | 0 | 0 | 67.9859 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 610759 | 625683 | -160916 | -29620 | -59911 | -72380 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 163 } }, "second_band": { "type": "alma", "factors": { "length": 2, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 163 } }, "second_band": { "type": "alma", "factors": { "length": 2, "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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