Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121687.5525 | 69480.0228 | 52207.5297 | 191747.2351 | 106925.4256 | 84821.8094 |
Total P&L (%) | 121.6876 | 69.48 | 52.2075 | 191.7472 | 106.9254 | 84.8218 |
Avg Daily Profit (%) | 0.4673 | 0.2668 | 0.2005 | 0.412 | 0.2796 | 0.2361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39697 | -29689 | -23728 | -48392 | -40990 | -28560 |
Profit Factor | 1.6388 | 1.6528 | 1.6211 | 1.6656 | 1.6581 | 1.6753 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 72.8155 | 71.8447 | 73.7864 | 72.8155 | 71.8447 | 73.7864 |
Ratio Avg Win / Avg Loss | 0.6118 | 0.6477 | 0.5759 | 0.6218 | 0.6498 | 0.5952 |
Largest Winning Trade | 12732 | 12732 | 7469 | 21390 | 21390 | 11742 |
Largest Losing Trade | -17019 | -17019 | -12185 | -27630 | -21514 | -27630 |
Avg Bars in Trades | 120 | 115 | 124 | 120 | 115 | 124 |
Avg Bars in Winners | 77 | 74 | 79 | 77 | 74 | 79 |
Avg Bars in Losers | 235 | 220 | 250 | 235 | 220 | 250 |
Bars Traded | 24734 | 11936 | 12798 | 24734 | 11936 | 12798 |
Profit Streak | 0 | 8.6286 | 0 | 0 | 8.6286 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463366 | 413861 | 302980 | 448218 | 419424 | 360422 |
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{ "first_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 235, "offset": 0 } } }
# | 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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