Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77491.3885 | 41238.2094 | 36253.1791 | 90923.5113 | 32378.8744 | 58544.6369 |
Total P&L (%) | 77.4914 | 41.2382 | 36.2532 | 90.9235 | 32.3789 | 58.5446 |
Avg Daily Profit (%) | 0.1688 | 0.0898 | 0.079 | 0.141 | 0.0611 | 0.1004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27426 | -28802 | -20278 | -72403 | -77532 | -32356 |
Profit Factor | 1.3981 | 1.4161 | 1.3794 | 1.2696 | 1.1711 | 1.3958 |
Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
Winning Trades | 363 | 181 | 182 | 363 | 181 | 182 |
Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Profitability (%) | 75.625 | 75.4167 | 75.8333 | 75.625 | 75.4167 | 75.8333 |
Ratio Avg Win / Avg Loss | 0.4506 | 0.4616 | 0.4396 | 0.4092 | 0.3817 | 0.4448 |
Largest Winning Trade | 6292 | 4814 | 6292 | 6914 | 6914 | 6909 |
Largest Losing Trade | -27357 | -27357 | -20278 | -72040 | -72040 | -32356 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Losers | 56 | 50 | 61 | 56 | 50 | 61 |
Bars Traded | 10931 | 5250 | 5681 | 10931 | 5250 | 5681 |
Profit Streak | 0 | 595.1317 | 0 | 0 | 595.1317 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421704 | -71652 | -87605 | -1272 | -144156 | -57086 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 2 } } }
# | 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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