Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -746760.428 | 146551.6869 | -893312.1149 | -4007932.0442 | -8512250.134 | 4504318.0898 |
Total P&L (%) | -746.7604 | 146.5517 | -893.3121 | -4007.932 | -8512.2501 | 4504.3181 |
Avg Daily Profit (%) | -0.4102 | 0.0805 | -0.4907 | 0 | 0 | 0.2106 |
Buy And Hold Return (%) | 633.8552 | 633.8552 | 633.8552 | 633.8552 | 633.8552 | 633.8552 |
Max Trade Drawdown | -864948 | -86146 | -944937 | -23007579 | -14184635 | -11320804 |
Profit Factor | 0.4983 | 1.5771 | 0.2764 | 0.9081 | 0.612 | 1.2079 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 41 | 21 | 20 | 36 | 17 | 19 |
Losing Trades | 30 | 15 | 15 | 35 | 19 | 16 |
Profitability (%) | 57.7465 | 58.3333 | 57.1429 | 50.7042 | 47.2222 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.3646 | 1.1265 | 0.2073 | 0.8829 | 0.6841 | 1.0172 |
Largest Winning Trade | 65791 | 65791 | 56651 | 13457046 | 2879765 | 13457046 |
Largest Losing Trade | -517635 | -76609 | -517635 | -12036315 | -12036315 | -9229575 |
Avg Bars in Trades | 150 | 160 | 140 | 150 | 160 | 140 |
Avg Bars in Winners | 100 | 109 | 90 | 144 | 146 | 142 |
Avg Bars in Losers | 219 | 232 | 206 | 157 | 173 | 137 |
Bars Traded | 10692 | 5790 | 4902 | 10692 | 5790 | 4902 |
Profit Streak | 14.0336 | 28.2003 | 0 | 0 | 0 | 160.8669 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -670177 | -247864 | -579861 | -671964 | -581860 | 343728 |
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{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 150, "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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