Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368168.2815 | 274026.7042 | 94141.5773 | -147.6495 | -45088.4114 | 44940.7619 |
Total P&L (%) | 368.1683 | 274.0267 | 94.1416 | -0.1476 | -45.0884 | 44.9408 |
Avg Daily Profit (%) | 0.1599 | 0.119 | 0.0409 | -0.0001 | -0.026 | 0.0161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148722 | -108922 | -135665 | -622746 | -458031 | -330725 |
Profit Factor | 1.4994 | 1.7347 | 1.2585 | 0.9999 | 0.961 | 1.0493 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 51.4019 | 50 | 52.8302 | 51.4019 | 50 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.4177 | 1.7347 | 1.1237 | 0.9454 | 0.961 | 0.9368 |
Largest Winning Trade | 127123 | 127123 | 58205 | 274422 | 274422 | 181593 |
Largest Losing Trade | -76494 | -52112 | -76494 | -212944 | -129663 | -212944 |
Avg Bars in Trades | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Winners | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 4557 | 2073 | 2484 | 4557 | 2073 | 2484 |
Profit Streak | 91.7784 | 127.2784 | 91.7784 | 91.7784 | 127.2784 | 91.7784 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374677 | -209895 | -317577 | -578951 | -759874 | -520228 |
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{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 29, "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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