Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705600.4244 | 648694.5643 | 56905.8601 | 902199.8541 | 548340.3886 | 353859.4656 |
Total P&L (%) | 705.6004 | 648.6946 | 56.9059 | 902.1999 | 548.3404 | 353.8595 |
Avg Daily Profit (%) | 0.3762 | 0.3459 | 0.0303 | 0.123 | 0.0997 | 0.0807 |
Buy And Hold Return (%) | 225.2603 | 225.2603 | 225.2603 | 225.2603 | 225.2603 | 225.2603 |
Max Trade Drawdown | -65388 | -113324 | -100666 | -777580 | -835123 | -481826 |
Profit Factor | 1.9603 | 2.9201 | 1.1434 | 1.1756 | 1.2027 | 1.1454 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 45.1852 | 41.791 | 48.5294 | 45.1852 | 41.791 | 48.5294 |
Ratio Avg Win / Avg Loss | 2.3781 | 4.0673 | 1.2127 | 1.4261 | 1.6751 | 1.2148 |
Largest Winning Trade | 303538 | 303538 | 54440 | 878007 | 878007 | 383666 |
Largest Losing Trade | -56461 | -23034 | -56461 | -329727 | -233164 | -329727 |
Avg Bars in Trades | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Winners | 73 | 68 | 78 | 73 | 68 | 78 |
Avg Bars in Losers | 38 | 35 | 41 | 38 | 35 | 41 |
Bars Traded | 7322 | 3288 | 4034 | 7322 | 3288 | 4034 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315333 | -108508 | -490980 | -59586 | -182979 | -265585 |
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{ "first_band": { "type": "alma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 169, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 169, "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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