Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470724.077 | 501702.9411 | -30978.8641 | -28013.0544 | 3548460.1604 | -3576473.2148 |
Total P&L (%) | 470.7241 | 501.7029 | -30.9789 | -28.0131 | 3548.4602 | -3576.4732 |
Avg Daily Profit (%) | 0.2087 | 0.2225 | -0.0137 | -0.0146 | 0.1596 | 0 |
Buy And Hold Return (%) | 101.5827 | 101.5827 | 101.5827 | 101.5827 | 101.5827 | 101.5827 |
Max Trade Drawdown | -275014 | -188775 | -260222 | -5314577 | -1665835 | -3929625 |
Profit Factor | 1.2337 | 1.529 | 0.9709 | 0.9981 | 1.6564 | 0.6072 |
Total Trades | 557 | 279 | 278 | 557 | 279 | 278 |
Winning Trades | 268 | 130 | 138 | 268 | 130 | 138 |
Losing Trades | 289 | 149 | 140 | 289 | 149 | 140 |
Profitability (%) | 48.1149 | 46.595 | 49.6403 | 48.1149 | 46.595 | 49.6403 |
Ratio Avg Win / Avg Loss | 1.3304 | 1.7524 | 0.985 | 1.0763 | 1.8985 | 0.616 |
Largest Winning Trade | 113375 | 113375 | 41404 | 1549084 | 1549084 | 503241 |
Largest Losing Trade | -81971 | -30924 | -81971 | -2523267 | -449586 | -2523267 |
Avg Bars in Trades | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 8972 | 4401 | 4571 | 8972 | 4401 | 4571 |
Profit Streak | 0 | 0 | 15.5159 | 0 | 0 | 15.5159 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294147 | 334569 | -579159 | -576656 | 384740 | -579159 |
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{ "first_band": { "type": "ssf", "factors": { "length": 51, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 12, "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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