Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447392.5037 | 359383.8449 | 88008.6588 | 571374.7371 | 432330.1051 | 139044.632 |
Total P&L (%) | 447.3925 | 359.3838 | 88.0087 | 571.3747 | 432.3301 | 139.0446 |
Avg Daily Profit (%) | 0.1876 | 0.1507 | 0.0369 | 0.0799 | 0.0701 | 0.0366 |
Buy And Hold Return (%) | 23.9702 | 23.9702 | 23.9702 | 23.9702 | 23.9702 | 23.9702 |
Max Trade Drawdown | -171732 | -132817 | -84034 | -2072734 | -1825677 | -1371125 |
Profit Factor | 1.2837 | 1.4564 | 1.1115 | 1.0411 | 1.0629 | 1.0198 |
Total Trades | 604 | 302 | 302 | 604 | 302 | 302 |
Winning Trades | 257 | 131 | 126 | 257 | 131 | 126 |
Losing Trades | 347 | 171 | 176 | 347 | 171 | 176 |
Profitability (%) | 42.5497 | 43.3775 | 41.7219 | 42.5497 | 43.3775 | 41.7219 |
Ratio Avg Win / Avg Loss | 1.7333 | 1.9011 | 1.5526 | 1.4057 | 1.3875 | 1.4245 |
Largest Winning Trade | 87178 | 87178 | 46158 | 455156 | 436526 | 455156 |
Largest Losing Trade | -33224 | -15998 | -33224 | -640336 | -256233 | -640336 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 9486 | 4775 | 4711 | 9486 | 4775 | 4711 |
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 | 329284 | 290761 | -244800 | -260620 | -251870 | -345520 |
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{ "first_band": { "type": "ssf", "factors": { "length": 74, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 74, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 5, "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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