Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -933727.1281 | 27911.4473 | -961638.5754 | -2263606.7154 | -5976166.4312 | 3712559.7158 |
Total P&L (%) | -933.7271 | 27.9114 | -961.6386 | -2263.6067 | -5976.1664 | 3712.5597 |
Avg Daily Profit (%) | -0.5146 | 0.0154 | -0.53 | 0 | 0 | 0.2009 |
Buy And Hold Return (%) | 357.7056 | 357.7056 | 357.7056 | 357.7056 | 357.7056 | 357.7056 |
Max Trade Drawdown | -689976 | -144038 | -599930 | -17994860 | -13291695 | -5320528 |
Profit Factor | 0.397 | 1.0974 | 0.2379 | 0.9168 | 0.6441 | 1.3568 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 73 | 35 | 38 | 48 | 23 | 25 |
Losing Trades | 25 | 14 | 11 | 50 | 26 | 24 |
Profitability (%) | 74.4898 | 71.4286 | 77.551 | 48.9796 | 46.9388 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.136 | 0.4389 | 0.0689 | 0.955 | 0.7282 | 1.3025 |
Largest Winning Trade | 32882 | 32882 | 29553 | 5528100 | 1412821 | 5528100 |
Largest Losing Trade | -483142 | -74780 | -483142 | -10740521 | -10740521 | -3591150 |
Avg Bars in Trades | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Winners | 12 | 12 | 11 | 35 | 33 | 36 |
Avg Bars in Losers | 104 | 97 | 113 | 35 | 39 | 32 |
Bars Traded | 3486 | 1799 | 1687 | 3486 | 1799 | 1687 |
Profit Streak | 9.2527 | 150.7527 | 0 | 0 | 0 | 147.2527 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576397 | -448954 | -577110 | -580913 | -581872 | 348005 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 167, "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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