Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304428.0843 | 251879.29 | 52548.7943 | 37660.6619 | 84385.1827 | -46724.5208 |
Total P&L (%) | 304.4281 | 251.8793 | 52.5488 | 37.6607 | 84.3852 | -46.7245 |
Avg Daily Profit (%) | 0.245 | 0.2027 | 0.0423 | 0.0257 | 0.0493 | -0.0507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101418 | -85061 | -128985 | -114156 | -103105 | -144944 |
Profit Factor | 1.2943 | 1.5762 | 1.088 | 1.0442 | 1.2304 | 0.904 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 152 | 73 | 79 | 152 | 73 | 79 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 57.5758 | 55.303 | 59.8485 | 57.5758 | 55.303 | 59.8485 |
Ratio Avg Win / Avg Loss | 0.9537 | 1.274 | 0.7299 | 0.7694 | 0.9944 | 0.6065 |
Largest Winning Trade | 46122 | 46122 | 36631 | 47265 | 47265 | 31765 |
Largest Losing Trade | -67896 | -29912 | -67896 | -59922 | -59922 | -56681 |
Avg Bars in Trades | 56 | 60 | 52 | 56 | 60 | 52 |
Avg Bars in Winners | 49 | 51 | 48 | 49 | 51 | 48 |
Avg Bars in Losers | 65 | 71 | 58 | 65 | 71 | 58 |
Bars Traded | 14855 | 7946 | 6909 | 14855 | 7946 | 6909 |
Profit Streak | 26.9244 | 26.9244 | 46.1744 | 26.9244 | 26.9244 | 46.1744 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371834 | 409106 | -260443 | -330617 | -127195 | -578214 |
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{ "first_band": { "type": "alma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 2 } } }
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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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