Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424021.6949 | 281885.9821 | 142135.7127 | 300486.2904 | 315376.5962 | -14890.3058 |
Total P&L (%) | 424.0217 | 281.886 | 142.1357 | 300.4863 | 315.3766 | -14.8903 |
Avg Daily Profit (%) | 0.4134 | 0.2749 | 0.1386 | 0.1354 | 0.1389 | -0.0157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97248 | -84364 | -98458 | -421774 | -124456 | -324351 |
Profit Factor | 1.5173 | 1.6766 | 1.3526 | 1.2549 | 1.5856 | 0.9767 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 120 | 54 | 66 | 120 | 54 | 66 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 54.7945 | 49.5413 | 60 | 54.7945 | 49.5413 | 60 |
Ratio Avg Win / Avg Loss | 1.2517 | 1.7077 | 0.9017 | 1.0353 | 1.615 | 0.6512 |
Largest Winning Trade | 169628 | 169628 | 33186 | 194141 | 194141 | 78754 |
Largest Losing Trade | -71013 | -36679 | -71013 | -316096 | -70630 | -316096 |
Avg Bars in Trades | 55 | 60 | 50 | 55 | 60 | 50 |
Avg Bars in Winners | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Losers | 69 | 77 | 59 | 69 | 77 | 59 |
Bars Traded | 12137 | 6601 | 5536 | 12137 | 6601 | 5536 |
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 | 454488 | 395804 | -8245 | -10720 | -5047 | -579743 |
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{ "first_band": { "type": "alma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 243, "offset": 0, "poles": 2 } } }
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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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