Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427430.7315 | 365486.6935 | 61944.038 | 248393.1893 | 333712.9944 | -85319.8051 |
Total P&L (%) | 427.4307 | 365.4867 | 61.944 | 248.3932 | 333.713 | -85.3198 |
Avg Daily Profit (%) | 0.1822 | 0.1558 | 0.0264 | 0.0532 | 0.0626 | -0.0817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114071 | -53104 | -166358 | -302099 | -126532 | -387195 |
Profit Factor | 1.8352 | 2.7763 | 1.2024 | 1.1786 | 1.62 | 0.8999 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 55.8824 | 55.8824 | 55.8824 | 55.8824 | 55.8824 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.4488 | 2.1918 | 0.9493 | 0.9305 | 1.2789 | 0.7105 |
Largest Winning Trade | 204488 | 204488 | 65974 | 213464 | 213464 | 166752 |
Largest Losing Trade | -51920 | -33675 | -51920 | -164260 | -84203 | -164260 |
Avg Bars in Trades | 200 | 189 | 210 | 200 | 189 | 210 |
Avg Bars in Winners | 252 | 238 | 265 | 252 | 238 | 265 |
Avg Bars in Losers | 134 | 128 | 141 | 134 | 128 | 141 |
Bars Traded | 13621 | 6455 | 7166 | 13621 | 6455 | 7166 |
Profit Streak | 0 | 0 | 75.8289 | 0 | 0 | 75.8289 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102897 | 478321 | -158609 | -260311 | -106697 | -579067 |
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{ "first_band": { "type": "alma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 3 } } }
# | 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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