Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405556.3841 | 231944.4483 | 173611.9358 | 803524.6222 | 539993.8024 | 263530.8198 |
Total P&L (%) | 405.5564 | 231.9444 | 173.6119 | 803.5246 | 539.9938 | 263.5308 |
Avg Daily Profit (%) | 0.2406 | 0.1376 | 0.103 | 0.1307 | 0.1102 | 0.0766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88390 | -50949 | -56207 | -1362230 | -706351 | -796158 |
Profit Factor | 1.7017 | 1.8126 | 1.5935 | 1.1814 | 1.2393 | 1.1213 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 42.2535 | 38.0282 | 46.4789 | 42.2535 | 38.0282 | 46.4789 |
Ratio Avg Win / Avg Loss | 2.3257 | 2.9539 | 1.835 | 1.6146 | 2.0196 | 1.2912 |
Largest Winning Trade | 98267 | 98267 | 53023 | 579333 | 579333 | 394887 |
Largest Losing Trade | -28254 | -16861 | -28254 | -328062 | -285372 | -328062 |
Avg Bars in Trades | 70 | 64 | 76 | 70 | 64 | 76 |
Avg Bars in Winners | 110 | 106 | 114 | 110 | 106 | 114 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 10017 | 4595 | 5422 | 10017 | 4595 | 5422 |
Profit Streak | 44.5948 | 44.5948 | 52.4282 | 44.5948 | 44.5948 | 52.4282 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343575 | -96944 | -140244 | -39657 | -135700 | -265538 |
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{ "first_band": { "type": "alma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "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) |
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