Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321640.5081 | 368147.7223 | -46507.2142 | -146701.2712 | 1858474.4962 | -2005175.7674 |
Total P&L (%) | 321.6405 | 368.1477 | -46.5072 | -146.7013 | 1858.4745 | -2005.1758 |
Avg Daily Profit (%) | 0.1691 | 0.1935 | -0.0244 | 0 | 0.1565 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224292 | -118666 | -168992 | -2480722 | -377093 | -2887729 |
Profit Factor | 1.3638 | 1.9049 | 0.9026 | 0.9725 | 2.3027 | 0.4864 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 49 | 25 | 24 | 45 | 24 | 21 |
Losing Trades | 35 | 17 | 18 | 39 | 18 | 21 |
Profitability (%) | 58.3333 | 59.5238 | 57.1429 | 53.5714 | 57.1429 | 50 |
Ratio Avg Win / Avg Loss | 0.9741 | 1.2953 | 0.6769 | 0.8428 | 1.727 | 0.4864 |
Largest Winning Trade | 283835 | 283835 | 50982 | 736815 | 736815 | 517403 |
Largest Losing Trade | -159917 | -63715 | -159917 | -1926524 | -181131 | -1926524 |
Avg Bars in Trades | 64 | 67 | 61 | 64 | 67 | 61 |
Avg Bars in Winners | 51 | 53 | 49 | 61 | 67 | 55 |
Avg Bars in Losers | 82 | 87 | 78 | 67 | 66 | 68 |
Bars Traded | 5423 | 2822 | 2600 | 5423 | 2822 | 2600 |
Profit Streak | 0 | 0 | 0 | 628.0384 | 655.3717 | 628.0384 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 268863 | 408571 | -579808 | -578708 | 516659 | -579401 |
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{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 104, "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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