Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54092.71 | 39600.1224 | 14492.5876 | 53394.0331 | 37313.1479 | 16080.8852 |
Total P&L (%) | 54.0927 | 39.6001 | 14.4926 | 53.394 | 37.3131 | 16.0809 |
Avg Daily Profit (%) | 1.0386 | 0.7604 | 0.2783 | 0.8249 | 0.6107 | 0.2867 |
Buy And Hold Return (%) | 21.9188 | 21.9188 | 21.9188 | 21.9188 | 21.9188 | 21.9188 |
Max Trade Drawdown | -33241 | -20534 | -34631 | -33147 | -25116 | -34512 |
Profit Factor | 1.4891 | 1.849 | 1.2266 | 1.4214 | 1.6507 | 1.2319 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 68.4211 | 68.6567 | 68.1818 | 68.4211 | 68.6567 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.6873 | 0.8441 | 0.5724 | 0.656 | 0.7536 | 0.5749 |
Largest Winning Trade | 8754 | 8754 | 7455 | 10219 | 10219 | 5441 |
Largest Losing Trade | -32708 | -10012 | -32708 | -32586 | -12718 | -32586 |
Avg Bars in Trades | 184 | 183 | 185 | 184 | 183 | 185 |
Avg Bars in Winners | 145 | 135 | 154 | 145 | 135 | 154 |
Avg Bars in Losers | 269 | 287 | 250 | 269 | 287 | 250 |
Bars Traded | 24509 | 12276 | 12233 | 24509 | 12276 | 12233 |
Profit Streak | 0 | 0 | 6.29 | 0 | 0 | 6.29 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339948 | -111354 | -282232 | 310724 | -113712 | -282128 |
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{ "first_band": { "type": "ssf", "factors": { "length": 178, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 218, "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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