Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660375.3253 | 718871.1488 | -58495.8236 | -5657.7856 | -35900.5769 | 30242.7914 |
Total P&L (%) | 660.3753 | 718.8711 | -58.4958 | -5.6578 | -35.9006 | 30.2428 |
Avg Daily Profit (%) | 0.3558 | 0.3873 | -0.0315 | -0.0031 | -0.024 | 0.0142 |
Buy And Hold Return (%) | 121.0778 | 121.0778 | 121.0778 | 121.0778 | 121.0778 | 121.0778 |
Max Trade Drawdown | -143464 | -96201 | -152552 | -771075 | -417098 | -550626 |
Profit Factor | 1.9534 | 3.8248 | 0.8665 | 0.9976 | 0.9651 | 1.0236 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.875 | 43.75 | 50 | 46.875 | 43.75 | 50 |
Ratio Avg Win / Avg Loss | 2.2139 | 4.9176 | 0.8665 | 1.1306 | 1.2408 | 1.0236 |
Largest Winning Trade | 526590 | 526590 | 73724 | 330844 | 218022 | 330844 |
Largest Losing Trade | -70332 | -37743 | -70332 | -273062 | -273062 | -270467 |
Avg Bars in Trades | 170 | 167 | 174 | 170 | 167 | 174 |
Avg Bars in Winners | 256 | 246 | 265 | 256 | 246 | 265 |
Avg Bars in Losers | 95 | 106 | 82 | 95 | 106 | 82 |
Bars Traded | 10940 | 5368 | 5572 | 10940 | 5368 | 5572 |
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 | -132666 | 482407 | -580810 | -723826 | -581574 | -534232 |
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{ "first_band": { "type": "alma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 177, "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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