Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2073173.6752 | 2049642.4712 | 23531.204 | 1338232.4277 | 1740827.2537 | -402594.826 |
Total P&L (%) | 2073.1737 | 2049.6425 | 23.5312 | 1338.2324 | 1740.8273 | -402.5948 |
Avg Daily Profit (%) | 1.1045 | 1.092 | 0.0125 | 0.1421 | 0.1553 | 0 |
Buy And Hold Return (%) | 675.9883 | 675.9883 | 675.9883 | 675.9883 | 675.9883 | 675.9883 |
Max Trade Drawdown | -136233 | -134351 | -84161 | -4084890 | -3763902 | -2474569 |
Profit Factor | 4.0942 | 6.3783 | 1.0814 | 1.1135 | 1.2542 | 0.9185 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 44.0476 | 40.4762 | 47.619 | 44.0476 | 40.4762 | 47.619 |
Ratio Avg Win / Avg Loss | 5.2008 | 9.3798 | 1.1896 | 1.4145 | 1.8445 | 1.0104 |
Largest Winning Trade | 1680032 | 1680032 | 53434 | 3946385 | 3946385 | 882929 |
Largest Losing Trade | -34741 | -34281 | -34741 | -1721458 | -1079515 | -1721458 |
Avg Bars in Trades | 87 | 80 | 95 | 87 | 80 | 95 |
Avg Bars in Winners | 122 | 126 | 118 | 122 | 126 | 118 |
Avg Bars in Losers | 60 | 48 | 74 | 60 | 48 | 74 |
Bars Traded | 7383 | 3365 | 4019 | 7383 | 3365 | 4019 |
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 | 555085 | 547368 | -473688 | -107644 | 51192 | -579993 |
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{ "first_band": { "type": "alma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 127, "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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