Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298188.2268 | 295986.6181 | 2201.6087 | 16628884.6585 | 6712066.5205 | 9916818.138 |
Total P&L (%) | 298.1882 | 295.9866 | 2.2016 | 16628.8847 | 6712.0665 | 9916.8181 |
Avg Daily Profit (%) | 0.1372 | 0.1362 | 0.001 | 0.2359 | 0.1944 | 0.2122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -317342 | -50096 | -365289 | -10334438 | -4434971 | -5899467 |
Profit Factor | 1.2721 | 1.7278 | 1.0032 | 1.4061 | 1.3155 | 1.5041 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 114 | 57 | 57 | 106 | 54 | 52 |
Losing Trades | 80 | 40 | 40 | 88 | 43 | 45 |
Profitability (%) | 58.7629 | 58.7629 | 58.7629 | 54.6392 | 55.6701 | 53.6082 |
Ratio Avg Win / Avg Loss | 0.8927 | 1.2125 | 0.704 | 1.1673 | 1.0475 | 1.3017 |
Largest Winning Trade | 63968 | 63968 | 51702 | 4723084 | 3185169 | 4723084 |
Largest Losing Trade | -215014 | -40207 | -215014 | -2471635 | -2471635 | -2140203 |
Avg Bars in Trades | 65 | 70 | 61 | 65 | 70 | 61 |
Avg Bars in Winners | 60 | 66 | 53 | 63 | 68 | 58 |
Avg Bars in Losers | 73 | 74 | 71 | 68 | 72 | 63 |
Bars Traded | 12742 | 6808 | 5934 | 12742 | 6808 | 5934 |
Profit Streak | 22.4724 | 0 | 31.1391 | 22.4724 | 0 | 31.1391 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8894 | -8187 | -574533 | 404703 | 309900 | 366704 |
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 43, "offset": 84 } } }
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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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