Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173192.531 | 267536.6434 | -94344.1123 | 27988.1226 | 457135.8393 | -429147.7167 |
Total P&L (%) | 173.1925 | 267.5366 | -94.3441 | 27.9881 | 457.1358 | -429.1477 |
Avg Daily Profit (%) | 0.1227 | 0.1895 | -0.0668 | 0.0175 | 0.1217 | 0 |
Buy And Hold Return (%) | 93.8272 | 93.8272 | 93.8272 | 93.8272 | 93.8272 | 93.8272 |
Max Trade Drawdown | -185064 | -89289 | -165753 | -747088 | -197205 | -820539 |
Profit Factor | 1.2578 | 2.045 | 0.7731 | 1.0202 | 2.07 | 0.5506 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 24 | 26 | 42 | 23 | 19 |
Losing Trades | 29 | 15 | 14 | 37 | 16 | 21 |
Profitability (%) | 63.2911 | 61.5385 | 65 | 53.1646 | 58.9744 | 47.5 |
Ratio Avg Win / Avg Loss | 0.7295 | 1.2781 | 0.4163 | 0.8988 | 1.44 | 0.6086 |
Largest Winning Trade | 113319 | 113319 | 34036 | 194079 | 194079 | 189493 |
Largest Losing Trade | -145014 | -49733 | -145014 | -471603 | -123970 | -471603 |
Avg Bars in Trades | 51 | 46 | 55 | 51 | 46 | 55 |
Avg Bars in Winners | 50 | 46 | 52 | 51 | 50 | 53 |
Avg Bars in Losers | 53 | 45 | 61 | 50 | 40 | 57 |
Bars Traded | 4039 | 1805 | 2234 | 4039 | 1805 | 2234 |
Profit Streak | 478.6754 | 478.6754 | 512.6754 | 478.6754 | 478.6754 | 512.6754 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66959 | 329926 | -577469 | -564731 | -27367 | -580386 |
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{ "first_band": { "type": "alma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 121 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 121 } } }
# | 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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