Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1986055.2711 | 1916078.6942 | 69976.5769 | 3297655.2953 | 1122613.3397 | 2175041.9555 |
Total P&L (%) | 1986.0553 | 1916.0787 | 69.9766 | 3297.6553 | 1122.6133 | 2175.042 |
Avg Daily Profit (%) | 0.8384 | 0.8088 | 0.0295 | 0.1489 | 0.1057 | 0.132 |
Buy And Hold Return (%) | 761.8093 | 761.8093 | 761.8093 | 761.8093 | 761.8093 | 761.8093 |
Max Trade Drawdown | -123331 | -118264 | -62005 | -6104534 | -4755101 | -2714232 |
Profit Factor | 4.5853 | 8.072 | 1.2473 | 1.2086 | 1.1401 | 1.279 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.1176 | 38.2353 | 50 | 44.1176 | 38.2353 | 50 |
Ratio Avg Win / Avg Loss | 5.8081 | 13.0394 | 1.2473 | 1.5309 | 1.8417 | 1.279 |
Largest Winning Trade | 1594298 | 1594298 | 60198 | 4458413 | 4458413 | 1753318 |
Largest Losing Trade | -42343 | -36035 | -42343 | -2714232 | -1542607 | -2714232 |
Avg Bars in Trades | 136 | 129 | 142 | 136 | 129 | 142 |
Avg Bars in Winners | 191 | 212 | 174 | 191 | 212 | 174 |
Avg Bars in Losers | 92 | 78 | 110 | 92 | 78 | 110 |
Bars Traded | 9250 | 4404 | 4846 | 9250 | 4404 | 4846 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98835 | 488426 | -319455 | -111167 | -139754 | -19715 |
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{ "first_band": { "type": "alma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 161, "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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