Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655776.5001 | 635780.394 | 19996.1061 | -1377356.0664 | -670734.2315 | -706621.8349 |
Total P&L (%) | 655.7765 | 635.7804 | 19.9961 | -1377.3561 | -670.7342 | -706.6218 |
Avg Daily Profit (%) | 0.3485 | 0.3379 | 0.0106 | 0 | 0 | 0 |
Buy And Hold Return (%) | 117.0326 | 117.0326 | 117.0326 | 117.0326 | 117.0326 | 117.0326 |
Max Trade Drawdown | -252597 | -61833 | -105690 | -1461942 | -828083 | -550924 |
Profit Factor | 1.7633 | 2.8643 | 1.0386 | 0.3537 | 0.3887 | 0.3165 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 84 | 39 | 45 | 76 | 42 | 34 |
Losing Trades | 76 | 41 | 35 | 84 | 38 | 46 |
Profitability (%) | 52.5 | 48.75 | 56.25 | 47.5 | 52.5 | 42.5 |
Ratio Avg Win / Avg Loss | 1.5953 | 3.0112 | 0.8078 | 0.3909 | 0.3517 | 0.4282 |
Largest Winning Trade | 323378 | 323378 | 52563 | 115923 | 115923 | 74927 |
Largest Losing Trade | -145321 | -40452 | -145321 | -515501 | -515501 | -268242 |
Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Winners | 35 | 38 | 32 | 32 | 38 | 24 |
Avg Bars in Losers | 31 | 35 | 26 | 34 | 36 | 33 |
Bars Traded | 5369 | 2984 | 2385 | 5369 | 2984 | 2385 |
Profit Streak | 12.2735 | 52.9402 | 12.2735 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502791 | -4896 | -541907 | -580911 | -599912 | -602875 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 112 } }, "second_band": { "type": "alma", "factors": { "length": 245, "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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