Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336589.7374 | 68184.3728 | 268405.3646 | 653080.1775 | 56538.215 | 596541.9624 |
Total P&L (%) | 336.5897 | 68.1844 | 268.4054 | 653.0802 | 56.5382 | 596.542 |
Avg Daily Profit (%) | 0.2195 | 0.0445 | 0.175 | 0.1317 | 0.0292 | 0.1266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64200 | -66350 | -30626 | -527141 | -308492 | -331168 |
Profit Factor | 1.934 | 1.3067 | 2.9439 | 1.3897 | 1.0624 | 1.7748 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 31.25 | 22.9167 | 39.5833 | 31.25 | 22.9167 | 39.5833 |
Ratio Avg Win / Avg Loss | 4.2548 | 4.3954 | 4.4933 | 3.0573 | 3.5736 | 2.7089 |
Largest Winning Trade | 78246 | 78246 | 73055 | 371308 | 277634 | 371308 |
Largest Losing Trade | -21632 | -21632 | -12849 | -164508 | -78783 | -164508 |
Avg Bars in Trades | 46 | 31 | 60 | 46 | 31 | 60 |
Avg Bars in Winners | 115 | 86 | 132 | 115 | 86 | 132 |
Avg Bars in Losers | 14 | 15 | 12 | 14 | 15 | 12 |
Bars Traded | 4423 | 1527 | 2896 | 4423 | 1527 | 2896 |
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 | 159282 | -171599 | 326411 | -22039 | -344687 | -24136 |
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{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
# | 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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