Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1396455.4221 | 1318738.7055 | 77716.7166 | 4606466.9134 | 2917258.608 | 1689208.3054 |
Total P&L (%) | 1396.4554 | 1318.7387 | 77.7167 | 4606.4669 | 2917.2586 | 1689.2083 |
Avg Daily Profit (%) | 0.7707 | 0.7278 | 0.0429 | 0.2128 | 0.1882 | 0.1593 |
Buy And Hold Return (%) | 326.4984 | 326.4984 | 326.4984 | 326.4984 | 326.4984 | 326.4984 |
Max Trade Drawdown | -142133 | -93122 | -79539 | -9352052 | -7808152 | -5395422 |
Profit Factor | 2.9917 | 4.6983 | 1.2256 | 1.1506 | 1.1796 | 1.1178 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 104 | 57 | 47 | 104 | 57 | 47 |
Profitability (%) | 29.7297 | 22.973 | 36.4865 | 29.7297 | 22.973 | 36.4865 |
Ratio Avg Win / Avg Loss | 7.0714 | 15.7532 | 2.1334 | 2.7197 | 3.955 | 1.9459 |
Largest Winning Trade | 812575 | 812575 | 68520 | 5611380 | 5611380 | 3564808 |
Largest Losing Trade | -30148 | -17324 | -30148 | -1544569 | -1544569 | -1526047 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 56 | 64 | 51 | 56 | 64 | 51 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3565 | 1689 | 1876 | 3565 | 1689 | 1876 |
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 | 300736 | -84994 | -370092 | -53878 | -116895 | -152755 |
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{ "first_band": { "type": "ssf", "factors": { "length": 80, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 80, "offset": 0, "poles": 3 } }, "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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