Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563496.7135 | 596913.071 | -33416.3575 | -291048.6212 | 36723.6099 | -327772.2311 |
Total P&L (%) | 563.4967 | 596.9131 | -33.4164 | -291.0486 | 36.7236 | -327.7722 |
Avg Daily Profit (%) | 0.298 | 0.3157 | -0.0177 | 0 | 0.0165 | 0 |
Buy And Hold Return (%) | 199.1911 | 199.1911 | 199.1911 | 199.1911 | 199.1911 | 199.1911 |
Max Trade Drawdown | -125159 | -120794 | -169738 | -740295 | -305213 | -506090 |
Profit Factor | 1.8457 | 3.1353 | 0.9136 | 0.8228 | 1.0487 | 0.6311 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 41 | 19 | 22 | 49 | 28 | 21 |
Losing Trades | 48 | 25 | 23 | 40 | 16 | 24 |
Profitability (%) | 46.0674 | 43.1818 | 48.8889 | 55.0562 | 63.6364 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.1608 | 4.1254 | 0.9551 | 0.6717 | 0.5993 | 0.7213 |
Largest Winning Trade | 344897 | 344897 | 59526 | 94369 | 94369 | 61596 |
Largest Losing Trade | -115353 | -30128 | -115353 | -211516 | -211516 | -138790 |
Avg Bars in Trades | 62 | 56 | 68 | 62 | 56 | 68 |
Avg Bars in Winners | 84 | 77 | 91 | 45 | 43 | 49 |
Avg Bars in Losers | 43 | 40 | 46 | 83 | 80 | 85 |
Bars Traded | 5576 | 2499 | 3077 | 5576 | 2499 | 3077 |
Profit Streak | 0 | 0 | 0 | 69.1037 | 69.1037 | 94.7704 |
Trades During Streak | 0 | 0 | 0 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281618 | 335171 | -581144 | -578401 | -502333 | -580649 |
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{ "first_band": { "type": "alma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 3 } } }
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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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