Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348749.5158 | 255059.7301 | 93689.7857 | 63076.3388 | -107966.4605 | 171042.7993 |
Total P&L (%) | 348.7495 | 255.0597 | 93.6898 | 63.0763 | -107.9665 | 171.0428 |
Avg Daily Profit (%) | 0.1829 | 0.1337 | 0.0491 | 0.0256 | 0 | 0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127246 | -111980 | -56738 | -433310 | -493732 | -164601 |
Profit Factor | 1.4677 | 1.6839 | 1.2513 | 1.0296 | 0.9076 | 1.1779 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 48.6486 | 40 | 57.1429 | 48.6486 | 40 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5492 | 2.5258 | 0.9385 | 1.0868 | 1.3614 | 0.8834 |
Largest Winning Trade | 215350 | 215350 | 49661 | 276561 | 276561 | 134966 |
Largest Losing Trade | -38850 | -29124 | -38850 | -133016 | -133016 | -114021 |
Avg Bars in Trades | 99 | 91 | 107 | 99 | 91 | 107 |
Avg Bars in Winners | 129 | 129 | 129 | 129 | 129 | 129 |
Avg Bars in Losers | 71 | 65 | 79 | 71 | 65 | 79 |
Bars Traded | 11058 | 5017 | 6041 | 11058 | 5017 | 6041 |
Profit Streak | 0 | 58.1686 | 0 | 0 | 58.1686 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340693 | -193831 | -308310 | -347257 | -761658 | -328686 |
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{ "first_band": { "type": "alma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 2 } } }
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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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