Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529925.1838 | 277913.4126 | 252011.7712 | 1765305.2874 | 1200435.4488 | 564869.8386 |
Total P&L (%) | 529.9252 | 277.9134 | 252.0118 | 1765.3053 | 1200.4354 | 564.8698 |
Avg Daily Profit (%) | 0.5195 | 0.2725 | 0.2471 | 0.2873 | 0.2518 | 0.1859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86352 | -77367 | -53439 | -1476682 | -843277 | -633404 |
Profit Factor | 2.4683 | 2.2327 | 2.8604 | 1.5233 | 1.6332 | 1.3823 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 66.129 | 58.0645 | 74.1935 | 66.129 | 58.0645 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.2642 | 1.6125 | 0.9949 | 0.7802 | 1.1795 | 0.4808 |
Largest Winning Trade | 199804 | 199804 | 38512 | 1312900 | 1312900 | 270681 |
Largest Losing Trade | -44549 | -38536 | -44549 | -729257 | -729257 | -603511 |
Avg Bars in Trades | 45 | 41 | 50 | 45 | 41 | 50 |
Avg Bars in Winners | 46 | 37 | 53 | 46 | 37 | 53 |
Avg Bars in Losers | 44 | 47 | 40 | 44 | 47 | 40 |
Bars Traded | 2846 | 1296 | 1550 | 2846 | 1296 | 1550 |
Profit Streak | 79.1317 | 113.1317 | 79.1317 | 79.1317 | 113.1317 | 79.1317 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140584 | 534529 | 531570 | -146380 | 461524 | 392281 |
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{ "first_band": { "type": "ssf", "factors": { "length": 229, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 86, "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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