Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99982.1159 | 44088.585 | 55893.531 | 111754.0439 | 69376.3711 | 42377.6728 |
Total P&L (%) | 99.9821 | 44.0886 | 55.8935 | 111.754 | 69.3764 | 42.3777 |
Avg Daily Profit (%) | 0.3839 | 0.1693 | 0.2146 | 0.2885 | 0.2026 | 0.1358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55094 | -42442 | -41263 | -58678 | -38851 | -41255 |
Profit Factor | 1.2979 | 1.2738 | 1.3201 | 1.3004 | 1.4195 | 1.2051 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 110 | 61 | 49 | 110 | 61 | 49 |
Losing Trades | 99 | 44 | 55 | 99 | 44 | 55 |
Profitability (%) | 52.6316 | 58.0952 | 47.1154 | 52.6316 | 58.0952 | 47.1154 |
Ratio Avg Win / Avg Loss | 1.1681 | 0.9188 | 1.4818 | 1.1704 | 1.0239 | 1.3527 |
Largest Winning Trade | 17138 | 15378 | 17138 | 21230 | 16029 | 21230 |
Largest Losing Trade | -13464 | -12867 | -13464 | -15881 | -15881 | -15117 |
Avg Bars in Trades | 116 | 117 | 114 | 116 | 117 | 114 |
Avg Bars in Winners | 120 | 112 | 130 | 120 | 112 | 130 |
Avg Bars in Losers | 111 | 124 | 100 | 111 | 124 | 100 |
Bars Traded | 24281 | 12355 | 11926 | 24281 | 12355 | 11926 |
Profit Streak | 5.3769 | 5.8456 | 0 | 5.3769 | 5.8456 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360465 | 138121 | 151846 | 331661 | 305825 | -17090 |
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{ "first_band": { "type": "ssf", "factors": { "length": 190, "offset": 128, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 248, "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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