Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879434.9924 | 935863.8733 | -56428.8809 | 148872.1853 | 520949.806 | -372077.6207 |
Total P&L (%) | 879.435 | 935.8639 | -56.4289 | 148.8722 | 520.9498 | -372.0776 |
Avg Daily Profit (%) | 0.4853 | 0.5165 | -0.0311 | 0.0503 | 0.1008 | 0 |
Buy And Hold Return (%) | 471.933 | 471.933 | 471.933 | 471.933 | 471.933 | 471.933 |
Max Trade Drawdown | -112705 | -98062 | -111370 | -461699 | -334784 | -406761 |
Profit Factor | 2.4876 | 4.5339 | 0.8271 | 1.0815 | 1.5897 | 0.6055 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 44.6154 | 46.875 | 42.4242 | 44.6154 | 46.875 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.0881 | 5.1384 | 1.1225 | 1.3426 | 1.8016 | 0.8217 |
Largest Winning Trade | 505948 | 505948 | 77039 | 449580 | 449580 | 163322 |
Largest Losing Trade | -61474 | -53580 | -61474 | -152819 | -152819 | -141358 |
Avg Bars in Trades | 108 | 103 | 114 | 108 | 103 | 114 |
Avg Bars in Winners | 152 | 145 | 159 | 152 | 145 | 159 |
Avg Bars in Losers | 73 | 65 | 81 | 73 | 65 | 81 |
Bars Traded | 7073 | 3296 | 3777 | 7073 | 3296 | 3777 |
Profit Streak | 0 | 92.8444 | 0 | 0 | 92.8444 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130952 | 378190 | -582082 | -560720 | -189140 | -583748 |
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{ "first_band": { "type": "alma", "factors": { "length": 67, "offset": 61 } }, "second_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 67, "offset": 61 } }, "second_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 2 } } }
# | 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) |
---|