Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368887.244 | 321409.9154 | 47477.3286 | 131782.9019 | 264598.0387 | -132815.1367 |
Total P&L (%) | 368.8872 | 321.4099 | 47.4773 | 131.7829 | 264.598 | -132.8151 |
Avg Daily Profit (%) | 0.3419 | 0.2979 | 0.044 | 0.0779 | 0.12 | 0 |
Buy And Hold Return (%) | 16.5034 | 16.5034 | 16.5034 | 16.5034 | 16.5034 | 16.5034 |
Max Trade Drawdown | -93222 | -84736 | -71985 | -709342 | -466004 | -547918 |
Profit Factor | 1.8231 | 2.3821 | 1.2202 | 1.0498 | 1.2023 | 0.9008 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 52.381 | 42.8571 | 61.9048 | 52.381 | 42.8571 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.6573 | 3.1761 | 0.7509 | 0.9544 | 1.6031 | 0.5543 |
Largest Winning Trade | 351092 | 351092 | 31814 | 462790 | 462790 | 179598 |
Largest Losing Trade | -38450 | -21605 | -38450 | -253486 | -163585 | -253486 |
Avg Bars in Trades | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Winners | 51 | 51 | 52 | 51 | 51 | 52 |
Avg Bars in Losers | 46 | 44 | 49 | 46 | 44 | 49 |
Bars Traded | 4135 | 1988 | 2147 | 4135 | 1988 | 2147 |
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 | 461724 | 369384 | -137842 | -255780 | -34992 | -579191 |
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{ "first_band": { "type": "alma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 3 } } }
# | 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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