Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432945.6015 | 1218145.8966 | 214799.7049 | 5888996.9887 | 1660509.6046 | 4228487.3842 |
Total P&L (%) | 1432.9456 | 1218.1459 | 214.7997 | 5888.997 | 1660.5096 | 4228.4874 |
Avg Daily Profit (%) | 0.7692 | 0.6539 | 0.1153 | 0.2199 | 0.1541 | 0.2024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76160 | -67161 | -47564 | -1854660 | -1331302 | -1443088 |
Profit Factor | 5.7797 | 9.1332 | 2.4318 | 1.8909 | 1.4314 | 2.5313 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 44.8276 | 41.3793 | 48.2759 |
Ratio Avg Win / Avg Loss | 7.1135 | 12.9387 | 2.6055 | 2.3273 | 2.0279 | 2.7121 |
Largest Winning Trade | 1123015 | 1123015 | 62897 | 2311105 | 2237213 | 2311105 |
Largest Losing Trade | -34766 | -29741 | -34766 | -929678 | -596218 | -929678 |
Avg Bars in Trades | 93 | 74 | 112 | 93 | 74 | 112 |
Avg Bars in Winners | 147 | 118 | 172 | 147 | 118 | 172 |
Avg Bars in Losers | 49 | 43 | 55 | 49 | 43 | 55 |
Bars Traded | 5419 | 2170 | 3249 | 5419 | 2170 | 3249 |
Profit Streak | 0 | 0 | 86.3868 | 0 | 0 | 86.3868 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160242 | 613354 | -34206 | -169713 | 224491 | 472298 |
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{ "first_band": { "type": "alma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 20, "offset": 0, "poles": 3 } } }
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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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