Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119209.9162 | 85516.0741 | 33693.8421 | 151707.2563 | 72061.7493 | 79645.507 |
Total P&L (%) | 119.2099 | 85.5161 | 33.6938 | 151.7073 | 72.0617 | 79.6455 |
Avg Daily Profit (%) | 2.289 | 1.642 | 0.647 | 1.7883 | 1.0475 | 1.1312 |
Buy And Hold Return (%) | 27.9665 | 27.9665 | 27.9665 | 27.9665 | 27.9665 | 27.9665 |
Max Trade Drawdown | -37470 | -32916 | -23053 | -112180 | -96989 | -33365 |
Profit Factor | 1.7171 | 2.0277 | 1.4059 | 1.3886 | 1.3419 | 1.4433 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 35.7143 | 34.6939 | 36.7347 | 35.7143 | 34.6939 | 36.7347 |
Ratio Avg Win / Avg Loss | 3.0908 | 3.8168 | 2.4212 | 2.4994 | 2.526 | 2.4857 |
Largest Winning Trade | 47806 | 47806 | 22866 | 71171 | 71171 | 37130 |
Largest Losing Trade | -13214 | -7357 | -13214 | -24835 | -24835 | -16602 |
Avg Bars in Trades | 126 | 107 | 144 | 126 | 107 | 144 |
Avg Bars in Winners | 209 | 178 | 238 | 209 | 178 | 238 |
Avg Bars in Losers | 79 | 69 | 90 | 79 | 69 | 90 |
Bars Traded | 24704 | 10519 | 14185 | 24704 | 10519 | 14185 |
Profit Streak | 0 | 15.6211 | 0 | 0 | 15.6211 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313959 | 235907 | -96289 | 277445 | 115441 | 156694 |
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{ "first_band": { "type": "ssf", "factors": { "length": 235, "offset": 107, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 39, "offset": 0 } } }
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# | 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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