Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694497.0133 | 546966.9165 | 147530.0969 | 273532.9925 | 140642.3612 | 132890.6313 |
Total P&L (%) | 694.497 | 546.9669 | 147.5301 | 273.533 | 140.6424 | 132.8906 |
Avg Daily Profit (%) | 0.365 | 0.2875 | 0.0775 | 0.0693 | 0.0462 | 0.0444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148321 | -69554 | -191557 | -171227 | -93253 | -189120 |
Profit Factor | 2.1259 | 3.1337 | 1.4093 | 1.3868 | 1.4807 | 1.3206 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 52.459 | 56.6667 | 48.3871 | 52.459 | 56.6667 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.9266 | 2.3963 | 1.5032 | 1.2568 | 1.1323 | 1.4086 |
Largest Winning Trade | 287449 | 287449 | 57809 | 109697 | 109697 | 97997 |
Largest Losing Trade | -83915 | -45727 | -83915 | -87919 | -74449 | -87919 |
Avg Bars in Trades | 59 | 52 | 66 | 59 | 52 | 66 |
Avg Bars in Winners | 63 | 54 | 72 | 63 | 54 | 72 |
Avg Bars in Losers | 54 | 48 | 60 | 54 | 48 | 60 |
Bars Traded | 3618 | 1564 | 2054 | 3618 | 1564 | 2054 |
Profit Streak | 581.1686 | 621.6686 | 581.1686 | 581.1686 | 621.6686 | 581.1686 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150839 | 595739 | -87258 | -264131 | -128286 | -133044 |
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 46, "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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