Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488826.9323 | 463104.4729 | 25722.4594 | -380795.3058 | 153595.1324 | -534390.4383 |
Total P&L (%) | 488.8269 | 463.1045 | 25.7225 | -380.7953 | 153.5951 | -534.3904 |
Avg Daily Profit (%) | 0.2525 | 0.2392 | 0.0133 | 0 | 0.0481 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149450 | -78818 | -147990 | -1016688 | -413064 | -724779 |
Profit Factor | 1.8254 | 2.8247 | 1.076 | 0.8444 | 1.1458 | 0.6168 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 16 | 16 | 37 | 19 | 18 |
Losing Trades | 37 | 19 | 18 | 32 | 16 | 16 |
Profitability (%) | 46.3768 | 45.7143 | 47.0588 | 53.6232 | 54.2857 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.1106 | 3.3543 | 1.2105 | 0.7303 | 0.9649 | 0.5483 |
Largest Winning Trade | 404802 | 404802 | 60059 | 287134 | 287134 | 232461 |
Largest Losing Trade | -132038 | -33662 | -132038 | -299666 | -299666 | -224440 |
Avg Bars in Trades | 81 | 64 | 98 | 81 | 64 | 98 |
Avg Bars in Winners | 104 | 81 | 126 | 65 | 54 | 77 |
Avg Bars in Losers | 61 | 51 | 73 | 99 | 77 | 122 |
Bars Traded | 5615 | 2271 | 3344 | 5615 | 2271 | 3344 |
Profit Streak | 0 | 0 | 30.3465 | 23.0132 | 27.6799 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96153 | 420174 | -315663 | -685761 | -189402 | -580413 |
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 37, "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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