Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -440778.6451 | 290134.4791 | -730913.1242 | 21281267.17 | 6021980.9731 | 15259286.197 |
Total P&L (%) | -440.7786 | 290.1345 | -730.9131 | 21281.2672 | 6021.981 | 15259.2862 |
Avg Daily Profit (%) | -0.176 | 0.1159 | -0.2919 | 0.2145 | 0.1645 | 0.2013 |
Buy And Hold Return (%) | 508.2206 | 508.2206 | 508.2206 | 508.2206 | 508.2206 | 508.2206 |
Max Trade Drawdown | -921036 | -55265 | -915837 | -21270057 | -12244075 | -21718069 |
Profit Factor | 0.7008 | 2.0166 | 0.3846 | 1.2817 | 1.1477 | 1.4388 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 98 | 52 | 46 | 92 | 47 | 45 |
Losing Trades | 79 | 36 | 43 | 85 | 41 | 44 |
Profitability (%) | 55.3672 | 59.0909 | 51.6854 | 51.9774 | 53.4091 | 50.5618 |
Ratio Avg Win / Avg Loss | 0.5649 | 1.3961 | 0.3595 | 1.1842 | 1.0012 | 1.4068 |
Largest Winning Trade | 94572 | 94572 | 55804 | 9242565 | 9242565 | 4611912 |
Largest Losing Trade | -665736 | -39339 | -665736 | -10692197 | -6603331 | -10692197 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 37 | 41 | 32 | 43 | 41 | 45 |
Avg Bars in Losers | 46 | 43 | 49 | 39 | 43 | 35 |
Bars Traded | 7321 | 3713 | 3608 | 7321 | 3713 | 3608 |
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 | -579155 | -200512 | -580875 | 335412 | -50177 | 314526 |
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{ "first_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 159 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 159 } } }
# | 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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