Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742952.2817 | 513076.4325 | 229875.8493 | 1885865.405 | 251692.2371 | 1634173.168 |
Total P&L (%) | 742.9523 | 513.0764 | 229.8758 | 1885.8654 | 251.6922 | 1634.1732 |
Avg Daily Profit (%) | 0.5016 | 0.3464 | 0.1552 | 0.202 | 0.0849 | 0.1928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89449 | -147401 | -69131 | -1760550 | -1164127 | -1011223 |
Profit Factor | 1.5081 | 1.6764 | 1.3266 | 1.1519 | 1.0365 | 1.296 |
Total Trades | 553 | 276 | 277 | 553 | 276 | 277 |
Winning Trades | 168 | 72 | 96 | 168 | 72 | 96 |
Losing Trades | 385 | 204 | 181 | 385 | 204 | 181 |
Profitability (%) | 30.3797 | 26.087 | 34.657 | 30.3797 | 26.087 | 34.657 |
Ratio Avg Win / Avg Loss | 3.4559 | 4.7499 | 2.5012 | 2.6397 | 2.9368 | 2.4435 |
Largest Winning Trade | 310893 | 310893 | 42836 | 834213 | 834213 | 445155 |
Largest Losing Trade | -21883 | -16412 | -21883 | -256128 | -208452 | -256128 |
Avg Bars in Trades | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Winners | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 5887 | 2685 | 3202 | 5887 | 2685 | 3202 |
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 | 310276 | -11393 | 136800 | -48754 | -282681 | 156639 |
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{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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