Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2164283.636 | 2097440.0652 | 66843.5708 | 45762958.9941 | 57243622.9436 | -11480663.9496 |
Total P&L (%) | 2164.2836 | 2097.4401 | 66.8436 | 45762.959 | 57243.6229 | -11480.664 |
Avg Daily Profit (%) | 1.1659 | 1.1299 | 0.036 | 0.3307 | 0.3427 | 0 |
Buy And Hold Return (%) | 8626.2605 | 8626.2605 | 8626.2605 | 8626.2605 | 8626.2605 | 8626.2605 |
Max Trade Drawdown | -59349 | -56038 | -54785 | -25397434 | -12486406 | -17185552 |
Profit Factor | 7.7818 | 15.9083 | 1.3746 | 1.8155 | 3.3581 | 0.6395 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 38.9831 | 44.8276 | 33.3333 | 38.9831 | 44.8276 | 33.3333 |
Ratio Avg Win / Avg Loss | 12.1802 | 19.5794 | 2.7492 | 2.8416 | 4.133 | 1.2789 |
Largest Winning Trade | 1355138 | 1355138 | 63117 | 30774444 | 30774444 | 10709567 |
Largest Losing Trade | -23590 | -21132 | -23590 | -9035377 | -9035377 | -6110538 |
Avg Bars in Trades | 183 | 186 | 179 | 183 | 186 | 179 |
Avg Bars in Winners | 338 | 334 | 343 | 338 | 334 | 343 |
Avg Bars in Losers | 83 | 66 | 97 | 83 | 66 | 97 |
Bars Traded | 10803 | 5418 | 5385 | 10803 | 5418 | 5385 |
Profit Streak | 0 | 146.9039 | 0 | 0 | 146.9039 | 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 | -327827 | -144901 | -315451 | -172593 | 515948 | -585640 |
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{ "first_band": { "type": "alma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "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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