Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1641465.1581 | 1637605.3267 | 3859.8314 | 11535737.7981 | 23426638.3184 | -11890900.5204 |
Total P&L (%) | 1641.4652 | 1637.6053 | 3.8598 | 11535.7378 | 23426.6383 | -11890.9005 |
Avg Daily Profit (%) | 0.8787 | 0.8766 | 0.0021 | 0.255 | 0.2927 | 0 |
Buy And Hold Return (%) | 8418.3325 | 8418.3325 | 8418.3325 | 8418.3325 | 8418.3325 | 8418.3325 |
Max Trade Drawdown | -99149 | -39610 | -91655 | -15454529 | -5655851 | -14742878 |
Profit Factor | 5.229 | 12.6299 | 1.0156 | 1.4026 | 3.5244 | 0.3862 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Profitability (%) | 40.5797 | 50 | 31.4286 | 40.5797 | 50 | 31.4286 |
Ratio Avg Win / Avg Loss | 7.6568 | 12.6299 | 2.2159 | 2.0538 | 3.5244 | 0.8425 |
Largest Winning Trade | 906927 | 906927 | 62430 | 16426698 | 16426698 | 3018210 |
Largest Losing Trade | -48685 | -28292 | -48685 | -5232534 | -2464611 | -5232534 |
Avg Bars in Trades | 313 | 324 | 302 | 313 | 324 | 302 |
Avg Bars in Winners | 533 | 526 | 544 | 533 | 526 | 544 |
Avg Bars in Losers | 162 | 122 | 191 | 162 | 122 | 191 |
Bars Traded | 21613 | 11035 | 10578 | 21613 | 11035 | 10578 |
Profit Streak | 0 | 160.9107 | 0 | 0 | 160.9107 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -254521 | -143068 | -565310 | -150181 | 474746 | -588009 |
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{ "first_band": { "type": "alma", "factors": { "length": 217, "offset": 218 } }, "second_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 217, "offset": 218 } }, "second_band": { "type": "ssf", "factors": { "length": 32, "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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