Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123369.3666 | 55325.3879 | 68043.9786 | 166100.8606 | 82803.4361 | 83297.4245 |
Total P&L (%) | 123.3694 | 55.3254 | 68.044 | 166.1009 | 82.8034 | 83.2974 |
Avg Daily Profit (%) | 0.4737 | 0.2124 | 0.2613 | 0.3765 | 0.2319 | 0.2329 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40852 | -32207 | -28619 | -102722 | -80418 | -66152 |
Profit Factor | 1.5483 | 1.4468 | 1.6725 | 1.3373 | 1.3034 | 1.3795 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 51.1111 | 44.7761 | 57.3529 | 51.1111 | 44.7761 | 57.3529 |
Ratio Avg Win / Avg Loss | 1.481 | 1.7844 | 1.2437 | 1.2791 | 1.6075 | 1.0257 |
Largest Winning Trade | 30672 | 30672 | 18094 | 64347 | 64347 | 34016 |
Largest Losing Trade | -10710 | -10710 | -10372 | -25702 | -19290 | -25702 |
Avg Bars in Trades | 183 | 178 | 188 | 183 | 178 | 188 |
Avg Bars in Winners | 217 | 215 | 219 | 217 | 215 | 219 |
Avg Bars in Losers | 147 | 147 | 147 | 147 | 147 | 147 |
Bars Traded | 24767 | 11933 | 12834 | 24767 | 11933 | 12834 |
Profit Streak | 4.6451 | 16.9784 | 4.6451 | 4.6451 | 16.9784 | 4.6451 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414601 | -110064 | -99167 | 338266 | -109796 | -100767 |
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{ "first_band": { "type": "ssf", "factors": { "length": 142, "offset": 172, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 121, "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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