Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922448.8829 | 825195.8365 | 97253.0464 | 5172460.4572 | 3826147.6845 | 1346312.7727 |
Total P&L (%) | 922.4489 | 825.1958 | 97.253 | 5172.4605 | 3826.1477 | 1346.3128 |
Avg Daily Profit (%) | 0.5073 | 0.4538 | 0.0535 | 0.2183 | 0.2021 | 0.147 |
Buy And Hold Return (%) | 565.708 | 565.708 | 565.708 | 565.708 | 565.708 | 565.708 |
Max Trade Drawdown | -104927 | -105849 | -84153 | -2231337 | -1737767 | -1310123 |
Profit Factor | 2.1299 | 3.0894 | 1.2308 | 1.3854 | 1.5924 | 1.1934 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 48.1481 | 43.2099 | 53.0864 | 48.1481 | 43.2099 | 53.0864 |
Ratio Avg Win / Avg Loss | 2.2938 | 4.0604 | 1.0876 | 1.492 | 2.0929 | 1.0546 |
Largest Winning Trade | 279205 | 279205 | 64879 | 1872795 | 1872795 | 1185719 |
Largest Losing Trade | -36008 | -21561 | -36008 | -1037836 | -712512 | -1037836 |
Avg Bars in Trades | 66 | 62 | 70 | 66 | 62 | 70 |
Avg Bars in Winners | 88 | 89 | 87 | 88 | 89 | 87 |
Avg Bars in Losers | 46 | 42 | 51 | 46 | 42 | 51 |
Bars Traded | 10811 | 5091 | 5719 | 10811 | 5091 | 5719 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 197722 | -21561 | -299168 | 321424 | -3719 | -20080 |
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 29, "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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