Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135026.84 | 325379.5358 | -190352.6958 | -101631.9991 | 219548.6905 | -321180.6896 |
Total P&L (%) | 135.0268 | 325.3795 | -190.3527 | -101.632 | 219.5487 | -321.1807 |
Avg Daily Profit (%) | 0.0726 | 0.1749 | -0.1023 | 0 | 0.0625 | 0 |
Buy And Hold Return (%) | 62.9548 | 62.9548 | 62.9548 | 62.9548 | 62.9548 | 62.9548 |
Max Trade Drawdown | -254493 | -138077 | -357218 | -287900 | -6048 | -342052 |
Profit Factor | 1.0914 | 1.5643 | 0.7887 | 0.7558 | 12.8888 | 0.1926 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 132 | 63 | 69 | 113 | 57 | 56 |
Losing Trades | 92 | 49 | 43 | 111 | 55 | 56 |
Profitability (%) | 58.9286 | 56.25 | 61.6071 | 50.4464 | 50.8929 | 50 |
Ratio Avg Win / Avg Loss | 0.7607 | 1.2166 | 0.4915 | 0.7425 | 12.4365 | 0.1926 |
Largest Winning Trade | 71883 | 71883 | 35924 | 91880 | 91880 | 25301 |
Largest Losing Trade | -125388 | -43410 | -125388 | -135742 | -2036 | -135742 |
Avg Bars in Trades | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Winners | 28 | 29 | 27 | 31 | 34 | 27 |
Avg Bars in Losers | 38 | 39 | 38 | 34 | 32 | 36 |
Bars Traded | 7326 | 3763 | 3562 | 7326 | 3763 | 3562 |
Profit Streak | 41.6254 | 41.6254 | 90.3754 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -219808 | 339306 | -578126 | -579547 | -103547 | -581034 |
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{ "first_band": { "type": "alma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 149, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 149, "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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