Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1576012.3391 | 1526778.099 | 49234.2401 | 1185576.3486 | 983033.0414 | 202543.3071 |
Total P&L (%) | 1576.0123 | 1526.7781 | 49.2342 | 1185.5763 | 983.033 | 202.5433 |
Avg Daily Profit (%) | 0.6951 | 0.6734 | 0.0217 | 0.1127 | 0.1051 | 0.0488 |
Buy And Hold Return (%) | 284.6361 | 284.6361 | 284.6361 | 284.6361 | 284.6361 | 284.6361 |
Max Trade Drawdown | -143147 | -59583 | -115751 | -2492569 | -1562522 | -1431159 |
Profit Factor | 3.7068 | 7.2287 | 1.146 | 1.1816 | 1.3483 | 1.0546 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 54.4118 | 52.9412 | 55.8824 | 54.4118 | 52.9412 | 55.8824 |
Ratio Avg Win / Avg Loss | 3.1057 | 6.4255 | 0.9048 | 0.99 | 1.1985 | 0.8326 |
Largest Winning Trade | 1159358 | 1159358 | 63429 | 1078550 | 1078550 | 853894 |
Largest Losing Trade | -59770 | -47740 | -59770 | -1098428 | -643781 | -1098428 |
Avg Bars in Trades | 128 | 120 | 136 | 128 | 120 | 136 |
Avg Bars in Winners | 165 | 164 | 167 | 165 | 164 | 167 |
Avg Bars in Losers | 82 | 70 | 96 | 82 | 70 | 96 |
Bars Traded | 8710 | 4084 | 4626 | 8710 | 4084 | 4626 |
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 | -94787 | 715880 | -390435 | -179578 | -54178 | -454812 |
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{ "first_band": { "type": "alma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "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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