Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -856831.7661 | -141032.804 | -715798.9621 | -99609.9058 | 1693866.7488 | -1793476.6546 |
Total P&L (%) | -856.8318 | -141.0328 | -715.799 | -99.6099 | 1693.8667 | -1793.4767 |
Avg Daily Profit (%) | -0.5802 | -0.0955 | -0.4847 | -0.3749 | 0.1957 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1137929 | -336301 | -825194 | -2415507 | -268793 | -2322323 |
Profit Factor | 0.5498 | 0.7935 | 0.4135 | 0.9746 | 2.6925 | 0.3854 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 171 | 78 | 93 | 147 | 77 | 70 |
Losing Trades | 110 | 62 | 48 | 134 | 63 | 71 |
Profitability (%) | 60.8541 | 55.7143 | 65.9574 | 52.3132 | 55 | 49.6454 |
Ratio Avg Win / Avg Loss | 0.3537 | 0.6307 | 0.2134 | 0.8884 | 2.2029 | 0.3909 |
Largest Winning Trade | 117974 | 117974 | 17153 | 614908 | 614908 | 459763 |
Largest Losing Trade | -490394 | -39314 | -490394 | -1714007 | -167825 | -1714007 |
Avg Bars in Trades | 62 | 72 | 52 | 62 | 72 | 52 |
Avg Bars in Winners | 37 | 36 | 38 | 63 | 71 | 55 |
Avg Bars in Losers | 101 | 118 | 79 | 61 | 75 | 49 |
Bars Traded | 17604 | 10213 | 7391 | 17604 | 10213 | 7391 |
Profit Streak | 12.4629 | 51.6296 | 12.4629 | 12.4629 | 51.6296 | 12.4629 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576817 | -578742 | -578273 | -577924 | 542887 | -580480 |
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{ "first_band": { "type": "alma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 234, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 234, "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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