Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471145.9266 | 575285.8559 | -104139.9293 | -65024.7662 | 164734.6365 | -229759.4027 |
Total P&L (%) | 471.1459 | 575.2859 | -104.1399 | -65.0248 | 164.7346 | -229.7594 |
Avg Daily Profit (%) | 0.2562 | 0.3128 | -0.0566 | -0.0571 | 0.0529 | 0 |
Buy And Hold Return (%) | 136.4998 | 136.4998 | 136.4998 | 136.4998 | 136.4998 | 136.4998 |
Max Trade Drawdown | -325811 | -205844 | -228718 | -339546 | -199915 | -270956 |
Profit Factor | 1.4552 | 2.2515 | 0.819 | 0.9021 | 1.5659 | 0.3844 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 151 | 77 | 74 | 151 | 77 | 74 |
Profitability (%) | 44.6886 | 43.7956 | 45.5882 | 44.6886 | 43.7956 | 45.5882 |
Ratio Avg Win / Avg Loss | 1.8012 | 2.8895 | 0.9775 | 1.1166 | 2.0096 | 0.4588 |
Largest Winning Trade | 530837 | 530837 | 46619 | 289583 | 289583 | 37323 |
Largest Losing Trade | -55102 | -42680 | -55102 | -88842 | -70369 | -88842 |
Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Winners | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 10712 | 5207 | 5505 | 10712 | 5207 | 5505 |
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 | 248319 | 311475 | -582687 | -579748 | -223416 | -582687 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 176 } }, "second_band": { "type": "ssf", "factors": { "length": 152, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 176 } }, "second_band": { "type": "ssf", "factors": { "length": 152, "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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