Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399706.3609 | 311425.5287 | 88280.8322 | -70067.5248 | 1058254.724 | -1128322.2487 |
Total P&L (%) | 399.7064 | 311.4255 | 88.2808 | -70.0675 | 1058.2547 | -1128.3222 |
Avg Daily Profit (%) | 0.2139 | 0.1666 | 0.0472 | -0.0645 | 0.1312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145573 | -60516 | -119618 | -1487504 | -472729 | -1295659 |
Profit Factor | 1.3538 | 1.628 | 1.1393 | 0.9771 | 2.2691 | 0.493 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 178 | 82 | 96 | 178 | 82 | 96 |
Losing Trades | 141 | 77 | 64 | 141 | 77 | 64 |
Profitability (%) | 55.7994 | 51.5723 | 60 | 55.7994 | 51.5723 | 60 |
Ratio Avg Win / Avg Loss | 1.0724 | 1.5287 | 0.7595 | 0.774 | 2.1308 | 0.3287 |
Largest Winning Trade | 105959 | 105959 | 30316 | 694613 | 694613 | 180387 |
Largest Losing Trade | -96627 | -31440 | -96627 | -990339 | -221319 | -990339 |
Avg Bars in Trades | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Winners | 61 | 63 | 58 | 61 | 63 | 58 |
Avg Bars in Losers | 80 | 76 | 84 | 80 | 76 | 84 |
Bars Traded | 22175 | 11093 | 11081 | 22175 | 11093 | 11081 |
Profit Streak | 9.3538 | 0 | 11.9372 | 9.3538 | 0 | 11.9372 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404588 | 392388 | -196622 | -577691 | -12712 | -578574 |
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{ "first_band": { "type": "alma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 222, "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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