Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323602.2606 | 195540.109 | 128062.1515 | 1137749.4902 | 885339.3295 | 252410.1608 |
Total P&L (%) | 323.6023 | 195.5401 | 128.0622 | 1137.7495 | 885.3393 | 252.4102 |
Avg Daily Profit (%) | 0.6213 | 0.3754 | 0.2459 | 0.4842 | 0.4402 | 0.2421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42481 | -31888 | -30450 | -614202 | -255575 | -433500 |
Profit Factor | 2.0126 | 2.2197 | 1.8041 | 1.4607 | 1.7087 | 1.2069 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 46.3415 | 41.4634 | 51.2195 | 46.3415 | 41.4634 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.3304 | 3.1337 | 1.7182 | 1.6914 | 2.4123 | 1.1494 |
Largest Winning Trade | 62489 | 62489 | 28261 | 419058 | 419058 | 260874 |
Largest Losing Trade | -14929 | -14929 | -14625 | -137798 | -107679 | -137798 |
Avg Bars in Trades | 150 | 145 | 156 | 150 | 145 | 156 |
Avg Bars in Winners | 225 | 238 | 214 | 225 | 238 | 214 |
Avg Bars in Losers | 86 | 79 | 95 | 86 | 79 | 95 |
Bars Traded | 24760 | 11926 | 12833 | 24760 | 11926 | 12833 |
Profit Streak | 8.1218 | 27.6426 | 0 | 8.1218 | 27.6426 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525169 | 216346 | 236396 | 438683 | 215786 | 94572 |
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{ "first_band": { "type": "alma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 2 } } }
# | 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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