Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61308.6117 | 39082.0895 | 22226.5222 | 71240.1639 | 43623.6133 | 27616.5506 |
Total P&L (%) | 61.3086 | 39.0821 | 22.2265 | 71.2402 | 43.6236 | 27.6166 |
Avg Daily Profit (%) | 0.7062 | 0.4502 | 0.256 | 0.6215 | 0.4179 | 0.2813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23496 | -12936 | -16107 | -44011 | -23397 | -28246 |
Profit Factor | 1.5729 | 1.7292 | 1.4161 | 1.3977 | 1.4848 | 1.3098 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 45.4545 | 46.9388 | 44 | 45.4545 | 46.9388 | 44 |
Ratio Avg Win / Avg Loss | 1.8875 | 1.9547 | 1.8023 | 1.6773 | 1.6785 | 1.667 |
Largest Winning Trade | 18385 | 18385 | 10593 | 22354 | 22354 | 16663 |
Largest Losing Trade | -9576 | -5568 | -9576 | -17940 | -10676 | -17940 |
Avg Bars in Trades | 249 | 277 | 222 | 249 | 277 | 222 |
Avg Bars in Winners | 381 | 441 | 318 | 381 | 441 | 318 |
Avg Bars in Losers | 139 | 132 | 146 | 139 | 132 | 146 |
Bars Traded | 24710 | 13601 | 11108 | 24710 | 13601 | 11108 |
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 | 388097 | 276929 | -179735 | 344359 | 247213 | -178087 |
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{ "first_band": { "type": "alma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 2 } } }
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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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