Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146058.134 | -26130.7904 | 172188.9244 | 3168.6941 | -76132.9635 | 79301.6576 |
Total P&L (%) | 146.0581 | -26.1308 | 172.1889 | 3.1687 | -76.133 | 79.3017 |
Avg Daily Profit (%) | 0.1395 | -0.025 | 0.1645 | 0.003 | -0.1368 | 0.0558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159626 | -172576 | -57885 | -177899 | -148162 | -67893 |
Profit Factor | 1.1764 | 0.9483 | 1.5339 | 1.004 | 0.8389 | 1.2453 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 178 | 81 | 97 | 178 | 81 | 97 |
Losing Trades | 105 | 60 | 45 | 105 | 60 | 45 |
Profitability (%) | 62.8975 | 57.4468 | 68.3099 | 62.8975 | 57.4468 | 68.3099 |
Ratio Avg Win / Avg Loss | 0.6939 | 0.7024 | 0.7116 | 0.5922 | 0.6214 | 0.5777 |
Largest Winning Trade | 23356 | 23356 | 17034 | 17901 | 17901 | 15385 |
Largest Losing Trade | -46228 | -38477 | -46228 | -46257 | -46257 | -43989 |
Avg Bars in Trades | 44 | 47 | 40 | 44 | 47 | 40 |
Avg Bars in Winners | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Losers | 73 | 79 | 65 | 73 | 79 | 65 |
Bars Traded | 12482 | 6727 | 5755 | 12482 | 6727 | 5755 |
Profit Streak | 10.8367 | 10.8367 | 24.5034 | 10.8367 | 10.8367 | 24.5034 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30219 | -579348 | 391133 | -567742 | -579348 | -116620 |
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{ "first_band": { "type": "alma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 186, "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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