Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88743.3512 | 32412.9108 | 56330.4405 | 64509.8895 | 21695.2712 | 42814.6183 |
Total P&L (%) | 88.7434 | 32.4129 | 56.3304 | 64.5099 | 21.6953 | 42.8146 |
Avg Daily Profit (%) | 0.1704 | 0.0622 | 0.1082 | 0.0956 | 0.0377 | 0.0684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44389 | -33554 | -51932 | -41296 | -28764 | -46564 |
Profit Factor | 1.3225 | 1.2131 | 1.4577 | 1.2168 | 1.1332 | 1.3179 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 62.6263 | 62 | 63.2653 | 62.6263 | 62 | 63.2653 |
Ratio Avg Win / Avg Loss | 0.7892 | 0.7435 | 0.8464 | 0.7261 | 0.6945 | 0.7652 |
Largest Winning Trade | 20420 | 20420 | 17730 | 20688 | 15565 | 20688 |
Largest Losing Trade | -29177 | -21987 | -29177 | -35595 | -21087 | -35595 |
Avg Bars in Trades | 247 | 263 | 230 | 247 | 263 | 230 |
Avg Bars in Winners | 175 | 188 | 163 | 175 | 188 | 163 |
Avg Bars in Losers | 367 | 385 | 347 | 367 | 385 | 347 |
Bars Traded | 24476 | 13158 | 11318 | 24476 | 13158 | 11318 |
Profit Streak | 7.6085 | 7.6085 | 20.546 | 7.6085 | 7.6085 | 20.546 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302184 | -293229 | -47824 | -65293 | -402402 | -102681 |
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{ "first_band": { "type": "ssf", "factors": { "length": 233, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 110, "offset": 192 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 233, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 110, "offset": 192 } } }
# | 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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