Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448404.0732 | 441053.4736 | 7350.5996 | 40808.0383 | -211018.0704 | 251826.1087 |
Total P&L (%) | 448.4041 | 441.0535 | 7.3506 | 40.808 | -211.0181 | 251.8261 |
Avg Daily Profit (%) | 0.2413 | 0.2374 | 0.004 | 0.0184 | 0 | 0.0677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160536 | -128542 | -91748 | -1602753 | -1355713 | -685779 |
Profit Factor | 1.4597 | 1.9111 | 1.015 | 1.0068 | 0.9305 | 1.0852 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 42.7027 | 38.0435 | 47.3118 | 42.7027 | 38.0435 | 47.3118 |
Ratio Avg Win / Avg Loss | 1.9586 | 3.1123 | 1.1303 | 1.3509 | 1.5154 | 1.2085 |
Largest Winning Trade | 277871 | 277871 | 38921 | 463006 | 351718 | 463006 |
Largest Losing Trade | -31164 | -27499 | -31164 | -283016 | -283016 | -260283 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3686 | 1732 | 1954 | 3686 | 1732 | 1954 |
Profit Streak | 13.9579 | 0 | 21.4579 | 13.9579 | 0 | 21.4579 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329441 | 247994 | -557900 | -384429 | -582680 | -229874 |
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{ "first_band": { "type": "alma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 64, "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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