Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293396.6771 | 214073.5993 | 79323.0778 | -35821.1232 | 237813.3069 | -273634.4301 |
Total P&L (%) | 293.3967 | 214.0736 | 79.3231 | -35.8211 | 237.8133 | -273.6344 |
Avg Daily Profit (%) | 0.1533 | 0.1119 | 0.0415 | -0.0232 | 0.0636 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224929 | -182957 | -89643 | -738143 | -373740 | -394603 |
Profit Factor | 1.336 | 1.4658 | 1.1918 | 0.9754 | 1.3653 | 0.66 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 49.5935 | 50.8197 | 48.3871 | 49.5935 | 50.8197 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.3579 | 1.4185 | 1.2712 | 0.9914 | 1.3212 | 0.704 |
Largest Winning Trade | 250978 | 250978 | 52205 | 550969 | 550969 | 162185 |
Largest Losing Trade | -45785 | -37783 | -45785 | -251342 | -112450 | -251342 |
Avg Bars in Trades | 60 | 56 | 64 | 60 | 56 | 64 |
Avg Bars in Winners | 74 | 70 | 78 | 74 | 70 | 78 |
Avg Bars in Losers | 46 | 41 | 51 | 46 | 41 | 51 |
Bars Traded | 7438 | 3451 | 3987 | 7438 | 3451 | 3987 |
Profit Streak | 50.5122 | 63.0122 | 50.5122 | 50.5122 | 63.0122 | 50.5122 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330352 | -203142 | -300921 | -579127 | -268073 | -734595 |
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{ "first_band": { "type": "alma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 194, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 194, "offset": 0, "poles": 3 } } }
# | 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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