Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1337639.4332 | 1200821.5253 | 136817.9079 | 733539.5831 | -375289.3163 | 1108828.8994 |
Total P&L (%) | 1337.6394 | 1200.8215 | 136.8179 | 733.5396 | -375.2893 | 1108.8289 |
Avg Daily Profit (%) | 0.569 | 0.5108 | 0.0582 | 0.0902 | 0 | 0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109042 | -108957 | -130789 | -761195 | -1057291 | -384616 |
Profit Factor | 3.0035 | 4.4361 | 1.43 | 1.2001 | 0.8356 | 1.8015 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 37.6923 | 30.7692 | 44.6154 | 37.6923 | 30.7692 | 44.6154 |
Ratio Avg Win / Avg Loss | 4.9649 | 9.9812 | 1.7752 | 1.9838 | 1.8802 | 2.2364 |
Largest Winning Trade | 1128758 | 1128758 | 64722 | 596722 | 410181 | 596722 |
Largest Losing Trade | -64738 | -28916 | -64738 | -265018 | -265018 | -135607 |
Avg Bars in Trades | 107 | 91 | 122 | 107 | 91 | 122 |
Avg Bars in Winners | 197 | 170 | 216 | 197 | 170 | 216 |
Avg Bars in Losers | 52 | 56 | 47 | 52 | 56 | 47 |
Bars Traded | 13935 | 5943 | 7992 | 13935 | 5943 | 7992 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449519 | -121361 | -247269 | -75923 | -717436 | -181596 |
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{ "first_band": { "type": "ssf", "factors": { "length": 241, "offset": 87, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 14, "offset": 0 } } }
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# | 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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