Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322837.1406 | 365489.7429 | -42652.6023 | -50929.8332 | 321166.6225 | -372096.4557 |
Total P&L (%) | 322.8371 | 365.4897 | -42.6526 | -50.9298 | 321.1666 | -372.0965 |
Avg Daily Profit (%) | 0.1708 | 0.1934 | -0.0226 | -0.0377 | 0.0761 | 0 |
Buy And Hold Return (%) | 28.0541 | 28.0541 | 28.0541 | 28.0541 | 28.0541 | 28.0541 |
Max Trade Drawdown | -207116 | -121814 | -129684 | -621406 | -254443 | -508744 |
Profit Factor | 1.2262 | 1.5011 | 0.9389 | 0.976 | 1.3344 | 0.6792 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 161 | 78 | 83 | 161 | 78 | 83 |
Losing Trades | 172 | 89 | 83 | 172 | 89 | 83 |
Profitability (%) | 48.3483 | 46.7066 | 50 | 48.3483 | 46.7066 | 50 |
Ratio Avg Win / Avg Loss | 1.31 | 1.7128 | 0.9389 | 1.0427 | 1.5226 | 0.6792 |
Largest Winning Trade | 126756 | 126756 | 38796 | 159471 | 159471 | 75866 |
Largest Losing Trade | -59121 | -30467 | -59121 | -262352 | -169839 | -262352 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 11231 | 5654 | 5577 | 11231 | 5654 | 5577 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291740 | 324981 | -580463 | -578012 | -90870 | -580463 |
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{ "first_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 21, "offset": 0 } } }
# | 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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