Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969290.3843 | 845694.019 | 123596.3652 | 7201382.8474 | 7547997.7629 | -346614.9156 |
Total P&L (%) | 969.2904 | 845.694 | 123.5964 | 7201.3828 | 7547.9978 | -346.6149 |
Avg Daily Profit (%) | 0.5327 | 0.4648 | 0.0679 | 0.2361 | 0.2386 | 0 |
Buy And Hold Return (%) | 171.4686 | 171.4686 | 171.4686 | 171.4686 | 171.4686 | 171.4686 |
Max Trade Drawdown | -85182 | -42789 | -78062 | -7132378 | -5479888 | -5892053 |
Profit Factor | 3.1619 | 5.0361 | 1.5175 | 1.2869 | 1.6593 | 0.9746 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 31.7308 | 28.8462 | 34.6154 | 31.7308 | 28.8462 | 34.6154 |
Ratio Avg Win / Avg Loss | 6.8028 | 12.4224 | 2.8664 | 2.7688 | 4.0928 | 1.8409 |
Largest Winning Trade | 425571 | 425571 | 69967 | 5885069 | 5885069 | 4626744 |
Largest Losing Trade | -24253 | -15579 | -24253 | -3059459 | -1269297 | -3059459 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 87 | 89 | 85 | 87 | 89 | 85 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3565 | 1690 | 1874 | 3565 | 1690 | 1874 |
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 | 331124 | -176467 | -451526 | 94799 | -181685 | -764038 |
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{ "first_band": { "type": "ssf", "factors": { "length": 191, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 191, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "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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