Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871645.1381 | 670296.4376 | 201348.7005 | 957758.4711 | 322043.9678 | 635714.5033 |
Total P&L (%) | 871.6451 | 670.2964 | 201.3487 | 957.7585 | 322.044 | 635.7145 |
Avg Daily Profit (%) | 0.5883 | 0.4524 | 0.1359 | 0.1593 | 0.0972 | 0.1348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110549 | -151834 | -73851 | -714861 | -920463 | -787729 |
Profit Factor | 1.7571 | 2.0943 | 1.3737 | 1.1159 | 1.0725 | 1.1664 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 107 | 41 | 66 | 107 | 41 | 66 |
Losing Trades | 252 | 138 | 114 | 252 | 138 | 114 |
Profitability (%) | 29.805 | 22.905 | 36.6667 | 29.805 | 22.905 | 36.6667 |
Ratio Avg Win / Avg Loss | 4.1382 | 7.0492 | 2.3728 | 2.6281 | 3.6098 | 2.0146 |
Largest Winning Trade | 579769 | 579769 | 38560 | 571634 | 571634 | 239854 |
Largest Losing Trade | -17219 | -17219 | -16498 | -235451 | -235451 | -154434 |
Avg Bars in Trades | 12 | 10 | 14 | 12 | 10 | 14 |
Avg Bars in Winners | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 4412 | 1859 | 2553 | 4412 | 1859 | 2553 |
Profit Streak | 11.5563 | 0 | 13.5563 | 11.5563 | 0 | 13.5563 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318110 | -24211 | -13888 | -90099 | -241237 | -53028 |
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{ "first_band": { "type": "alma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 3, "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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