Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530453.8662 | 520428.8332 | 10025.033 | -2065303.8746 | 4212257.6922 | -6277561.5668 |
Total P&L (%) | 530.4539 | 520.4288 | 10.025 | -2065.3039 | 4212.2577 | -6277.5616 |
Avg Daily Profit (%) | 0.2121 | 0.2081 | 0.004 | 0 | 0.1506 | 0 |
Buy And Hold Return (%) | 693.5028 | 693.5028 | 693.5028 | 693.5028 | 693.5028 | 693.5028 |
Max Trade Drawdown | -171308 | -98322 | -138224 | -6930829 | -729790 | -6853035 |
Profit Factor | 2.0754 | 3.6336 | 1.0339 | 0.7854 | 3.5082 | 0.2097 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 21 | 19 | 38 | 22 | 16 |
Losing Trades | 36 | 17 | 19 | 38 | 16 | 22 |
Profitability (%) | 52.6316 | 55.2632 | 50 | 50 | 57.8947 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.8678 | 2.9415 | 1.0339 | 0.7854 | 2.5514 | 0.2884 |
Largest Winning Trade | 152005 | 152005 | 30152 | 2995121 | 2995121 | 335673 |
Largest Losing Trade | -128932 | -55070 | -128932 | -6402187 | -620930 | -6402187 |
Avg Bars in Trades | 63 | 65 | 61 | 63 | 65 | 61 |
Avg Bars in Winners | 67 | 64 | 70 | 65 | 60 | 71 |
Avg Bars in Losers | 59 | 67 | 53 | 62 | 72 | 54 |
Bars Traded | 4838 | 2493 | 2345 | 4838 | 2493 | 2345 |
Profit Streak | 147.6452 | 152.6452 | 147.6452 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205744 | -149218 | -535492 | -634555 | 530490 | -583835 |
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{ "first_band": { "type": "alma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 3 } } }
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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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