Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290550.7364 | 280939.0051 | 9611.7313 | -366081.7928 | -225141.7123 | -140940.0805 |
Total P&L (%) | 290.5507 | 280.939 | 9.6117 | -366.0818 | -225.1417 | -140.9401 |
Avg Daily Profit (%) | 0.2331 | 0.2254 | 0.0077 | 0 | 0 | 0 |
Buy And Hold Return (%) | 22.6419 | 22.6419 | 22.6419 | 22.6419 | 22.6419 | 22.6419 |
Max Trade Drawdown | -76644 | -35895 | -65078 | -484958 | -241039 | -267234 |
Profit Factor | 1.6291 | 2.8867 | 1.0307 | 0.6625 | 0.5272 | 0.7683 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 18 | 24 | 28 | 17 | 11 |
Losing Trades | 29 | 17 | 12 | 43 | 18 | 25 |
Profitability (%) | 59.1549 | 51.4286 | 66.6667 | 39.4366 | 48.5714 | 30.5556 |
Ratio Avg Win / Avg Loss | 1.1249 | 2.7263 | 0.5154 | 1.0174 | 0.5582 | 1.7462 |
Largest Winning Trade | 97137 | 97137 | 31985 | 282388 | 82129 | 282388 |
Largest Losing Trade | -121185 | -28438 | -121185 | -121185 | -88408 | -121185 |
Avg Bars in Trades | 50 | 53 | 48 | 50 | 53 | 48 |
Avg Bars in Winners | 40 | 43 | 38 | 64 | 62 | 66 |
Avg Bars in Losers | 65 | 62 | 68 | 41 | 43 | 40 |
Bars Traded | 3602 | 1859 | 1743 | 3602 | 1859 | 1743 |
Profit Streak | 59.3711 | 86.0378 | 59.3711 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78482 | 521479 | -533576 | -674496 | -581343 | -585564 |
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 80, "offset": 0 } } }
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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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