Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147455.5433 | 28821.0619 | 118634.4814 | 180116.0719 | 30600.6304 | 149515.4415 |
Total P&L (%) | 147.4555 | 28.8211 | 118.6345 | 180.1161 | 30.6006 | 149.5154 |
Avg Daily Profit (%) | 0.2831 | 0.0553 | 0.2278 | 0.198 | 0.0513 | 0.1757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44082 | -45341 | -31699 | -69336 | -75978 | -53217 |
Profit Factor | 1.5221 | 1.1596 | 2.1645 | 1.4145 | 1.1181 | 1.8527 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 57.1429 | 55 | 59.322 | 57.1429 | 55 | 59.322 |
Ratio Avg Win / Avg Loss | 1.1416 | 0.9488 | 1.4842 | 1.0609 | 0.9148 | 1.2704 |
Largest Winning Trade | 16869 | 16822 | 16869 | 32924 | 28140 | 32924 |
Largest Losing Trade | -31699 | -21836 | -31699 | -53217 | -33880 | -53217 |
Avg Bars in Trades | 206 | 227 | 184 | 206 | 227 | 184 |
Avg Bars in Winners | 134 | 143 | 127 | 134 | 143 | 127 |
Avg Bars in Losers | 300 | 329 | 268 | 300 | 329 | 268 |
Bars Traded | 24527 | 13625 | 10902 | 24527 | 13625 | 10902 |
Profit Streak | 0 | 0 | 13.1084 | 0 | 0 | 13.1084 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376043 | -337938 | -164568 | 326176 | -388911 | -165615 |
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 68, "offset": 232 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 68, "offset": 232 } } }
# | 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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