Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115149.6147 | 88034.4546 | 27115.1601 | 111441.1965 | 127038.5525 | -15597.356 |
Total P&L (%) | 115.1496 | 88.0345 | 27.1152 | 111.4412 | 127.0386 | -15.5974 |
Avg Daily Profit (%) | 0.4422 | 0.338 | 0.1041 | 0.2879 | 0.3154 | -0.0651 |
Buy And Hold Return (%) | 23.6819 | 23.6819 | 23.6819 | 23.6819 | 23.6819 | 23.6819 |
Max Trade Drawdown | -80059 | -29706 | -55871 | -286215 | -116180 | -191550 |
Profit Factor | 1.3782 | 1.5122 | 1.2045 | 1.1165 | 1.2451 | 0.9644 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 47.8495 | 45.1613 | 50.5376 | 47.8495 | 45.1613 | 50.5376 |
Ratio Avg Win / Avg Loss | 1.5021 | 1.8363 | 1.1789 | 1.2168 | 1.512 | 0.9439 |
Largest Winning Trade | 59961 | 59961 | 23722 | 115547 | 115547 | 55074 |
Largest Losing Trade | -12244 | -11718 | -12244 | -38519 | -38519 | -34280 |
Avg Bars in Trades | 132 | 131 | 133 | 132 | 131 | 133 |
Avg Bars in Winners | 157 | 171 | 145 | 157 | 171 | 145 |
Avg Bars in Losers | 109 | 98 | 121 | 109 | 98 | 121 |
Bars Traded | 24648 | 12217 | 12431 | 24648 | 12217 | 12431 |
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 | 311409 | 188508 | -176784 | -86903 | 172557 | -582409 |
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{ "first_band": { "type": "ssf", "factors": { "length": 66, "offset": 160, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 66, "offset": 160, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 112, "offset": 0 } } }
# | 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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