Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1613855.9915 | 1489064.1927 | 124791.7988 | 14277871.1172 | 9588070.2387 | 4689800.8784 |
Total P&L (%) | 1613.856 | 1489.0642 | 124.7918 | 14277.8711 | 9588.0702 | 4689.8009 |
Avg Daily Profit (%) | 0.8884 | 0.8197 | 0.0687 | 0.2739 | 0.2521 | 0.2132 |
Buy And Hold Return (%) | 480.2917 | 480.2917 | 480.2917 | 480.2917 | 480.2917 | 480.2917 |
Max Trade Drawdown | -103451 | -79681 | -64631 | -33624670 | -27482774 | -14563235 |
Profit Factor | 3.1236 | 5.058 | 1.3175 | 1.1485 | 1.1972 | 1.0986 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 142 | 72 | 70 | 142 | 72 | 70 |
Profitability (%) | 32.381 | 31.4286 | 33.3333 | 32.381 | 31.4286 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.5229 | 11.0356 | 2.6351 | 2.3982 | 2.6121 | 2.1972 |
Largest Winning Trade | 1037558 | 1037558 | 69592 | 20053618 | 20053618 | 9835628 |
Largest Losing Trade | -30457 | -17941 | -30457 | -6213642 | -6213642 | -5539314 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 58 | 55 | 61 | 58 | 55 | 61 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5363 | 2534 | 2829 | 5363 | 2534 | 2829 |
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 | 394037 | 388065 | -272169 | -52923 | -1235 | -109266 |
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{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 0, "poles": 2 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 0, "poles": 2 } }, "second_band": { "type": "ohlc4", "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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