Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -409156.0554 | 215888.6704 | -625044.7258 | 50368740.3105 | 17970348.3818 | 32398391.9286 |
Total P&L (%) | -409.1561 | 215.8887 | -625.0447 | 50368.7403 | 17970.3484 | 32398.3919 |
Avg Daily Profit (%) | -0.1637 | 0.0864 | -0.25 | 0.2493 | 0.2081 | 0.2316 |
Buy And Hold Return (%) | 269.802 | 269.802 | 269.802 | 269.802 | 269.802 | 269.802 |
Max Trade Drawdown | -797617 | -65728 | -775378 | -11525597 | -7497404 | -11182184 |
Profit Factor | 0.6429 | 2.4342 | 0.3719 | 2.9409 | 2.7266 | 3.0844 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 55 | 20 | 35 | 53 | 27 | 26 |
Losing Trades | 44 | 29 | 15 | 46 | 22 | 24 |
Profitability (%) | 55.5556 | 40.8163 | 70 | 53.5354 | 55.102 | 52 |
Ratio Avg Win / Avg Loss | 0.5143 | 3.5295 | 0.1594 | 2.5525 | 2.2217 | 2.8472 |
Largest Winning Trade | 106418 | 106418 | 38367 | 31213671 | 21793271 | 31213671 |
Largest Losing Trade | -607342 | -21636 | -607342 | -4503233 | -2434622 | -4503233 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 45 | 44 | 45 | 43 | 46 | 41 |
Avg Bars in Losers | 51 | 50 | 52 | 52 | 49 | 54 |
Bars Traded | 4723 | 2341 | 2382 | 4723 | 2341 | 2382 |
Profit Streak | 119.0931 | 119.0931 | 126.0931 | 119.0931 | 119.0931 | 126.0931 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578442 | -241716 | -756889 | 581357 | 526739 | -164243 |
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{ "first_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 129 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 129 } } }
# | 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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