Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238006.6918 | 211639.5245 | 26367.1673 | -419070.4606 | -147073.8211 | -271996.6395 |
Total P&L (%) | 238.0067 | 211.6395 | 26.3672 | -419.0705 | -147.0738 | -271.9966 |
Avg Daily Profit (%) | 0.2303 | 0.2048 | 0.0255 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176705 | -137493 | -174119 | -650014 | -318253 | -433021 |
Profit Factor | 1.2699 | 1.4488 | 1.0643 | 0.7515 | 0.8269 | 0.6749 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 101 | 39 | 62 | 69 | 45 | 24 |
Losing Trades | 69 | 46 | 23 | 101 | 40 | 61 |
Profitability (%) | 59.4118 | 45.8824 | 72.9412 | 40.5882 | 52.9412 | 28.2353 |
Ratio Avg Win / Avg Loss | 0.8675 | 1.7088 | 0.3948 | 1.1 | 0.7351 | 1.7153 |
Largest Winning Trade | 194940 | 194940 | 25805 | 191842 | 52867 | 191842 |
Largest Losing Trade | -174119 | -48829 | -174119 | -167322 | -129279 | -167322 |
Avg Bars in Trades | 36 | 38 | 33 | 36 | 38 | 33 |
Avg Bars in Winners | 27 | 27 | 27 | 46 | 47 | 42 |
Avg Bars in Losers | 48 | 47 | 51 | 29 | 27 | 30 |
Bars Traded | 6135 | 3268 | 2867 | 6135 | 3268 | 2867 |
Profit Streak | 10.659 | 0 | 44.8257 | 0 | 67.8257 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319407 | 282176 | -309374 | -581880 | -579289 | -593882 |
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{ "first_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 50, "offset": 0 } } }
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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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