Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1805562.0716 | 1734478.2551 | 71083.8165 | 31174767.6563 | 24047439.0909 | 7127328.5654 |
Total P&L (%) | 1805.5621 | 1734.4783 | 71.0838 | 31174.7677 | 24047.4391 | 7127.3286 |
Avg Daily Profit (%) | 0.9663 | 0.9283 | 0.038 | 0.308 | 0.2941 | 0.2293 |
Buy And Hold Return (%) | 6369.6476 | 6369.6476 | 6369.6476 | 6369.6476 | 6369.6476 | 6369.6476 |
Max Trade Drawdown | -127779 | -79973 | -89796 | -5456063 | -3738176 | -3456767 |
Profit Factor | 5.9397 | 12.2319 | 1.3367 | 2.663 | 3.633 | 1.7414 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 52.5424 | 51.7241 | 53.3333 | 52.5424 | 51.7241 | 53.3333 |
Ratio Avg Win / Avg Loss | 5.3649 | 11.4164 | 1.1696 | 2.4053 | 3.3908 | 1.5237 |
Largest Winning Trade | 948603 | 948603 | 66609 | 7905453 | 7905453 | 5616184 |
Largest Losing Trade | -45480 | -45480 | -36633 | -3456767 | -2552491 | -3456767 |
Avg Bars in Trades | 183 | 186 | 179 | 183 | 186 | 179 |
Avg Bars in Winners | 266 | 292 | 241 | 266 | 292 | 241 |
Avg Bars in Losers | 91 | 73 | 109 | 91 | 73 | 109 |
Bars Traded | 10803 | 5409 | 5394 | 10803 | 5409 | 5394 |
Profit Streak | 0 | 226.404 | 0 | 0 | 226.404 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -323153 | -142830 | -307167 | -166557 | 516756 | -116796 |
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{ "first_band": { "type": "alma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 108, "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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