Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62194.6441 | 37335.1999 | 24859.4442 | 46389.5698 | 44182.4934 | 2207.0764 |
Total P&L (%) | 62.1946 | 37.3352 | 24.8594 | 46.3896 | 44.1825 | 2.2071 |
Avg Daily Profit (%) | 0.4477 | 0.2688 | 0.179 | 0.2747 | 0.2638 | 0.0157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47246 | -30935 | -35234 | -46460 | -25590 | -43712 |
Profit Factor | 1.2911 | 1.4357 | 1.1943 | 1.2017 | 1.5512 | 1.0147 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 73.5135 | 72.043 | 75 | 73.5135 | 72.043 | 75 |
Ratio Avg Win / Avg Loss | 0.4652 | 0.5571 | 0.3981 | 0.433 | 0.6019 | 0.3382 |
Largest Winning Trade | 8820 | 6615 | 8820 | 10123 | 6412 | 10123 |
Largest Losing Trade | -30432 | -17241 | -30432 | -38717 | -13592 | -38717 |
Avg Bars in Trades | 71 | 70 | 72 | 71 | 70 | 72 |
Avg Bars in Winners | 43 | 40 | 45 | 43 | 40 | 45 |
Avg Bars in Losers | 148 | 145 | 152 | 148 | 145 | 152 |
Bars Traded | 13168 | 6511 | 6655 | 13168 | 6511 | 6655 |
Profit Streak | 127.1678 | 127.1678 | 132.3137 | 127.1678 | 127.1678 | 132.3137 |
Trades During Streak | 4 | 2 | 9 | 4 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403256 | 252120 | -1701 | 289542 | 297896 | -540635 |
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{ "first_band": { "type": "ssf", "factors": { "length": 14, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 14, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 131, "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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