Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110021.1843 | 1093824.7561 | 16196.4283 | 1305693.3095 | 1404896.9363 | -99203.6268 |
Total P&L (%) | 1110.0212 | 1093.8248 | 16.1964 | 1305.6933 | 1404.8969 | -99.2036 |
Avg Daily Profit (%) | 0.6105 | 0.6016 | 0.0089 | 0.1455 | 0.1492 | -0.2654 |
Buy And Hold Return (%) | 651.9359 | 651.9359 | 651.9359 | 651.9359 | 651.9359 | 651.9359 |
Max Trade Drawdown | -108278 | -78950 | -105257 | -1764299 | -1068211 | -905121 |
Profit Factor | 2.882 | 4.7787 | 1.0539 | 1.2453 | 1.5312 | 0.963 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 40.5063 | 46.1538 | 35 | 40.5063 | 46.1538 | 35 |
Ratio Avg Win / Avg Loss | 4.233 | 5.5752 | 1.9573 | 1.829 | 1.7864 | 1.7884 |
Largest Winning Trade | 637674 | 637674 | 76347 | 1162193 | 1162193 | 549339 |
Largest Losing Trade | -37610 | -37610 | -34470 | -559802 | -559802 | -304762 |
Avg Bars in Trades | 90 | 84 | 95 | 90 | 84 | 95 |
Avg Bars in Winners | 146 | 121 | 178 | 146 | 121 | 178 |
Avg Bars in Losers | 51 | 52 | 51 | 51 | 52 | 51 |
Bars Traded | 7135 | 3302 | 3833 | 7135 | 3302 | 3833 |
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 | -26792 | 309269 | -512607 | -39406 | 66896 | -583805 |
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{ "first_band": { "type": "alma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "offset": 0, "poles": 3 } } }
# | 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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