Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2866372.979 | 2680394.4163 | 185978.5627 | 324518511.2648 | 260301579.2959 | 64216931.9688 |
Total P&L (%) | 2866.373 | 2680.3944 | 185.9786 | 324518.5113 | 260301.5793 | 64216.932 |
Avg Daily Profit (%) | 1.27 | 1.1876 | 0.0824 | 0.3589 | 0.3491 | 0.2869 |
Buy And Hold Return (%) | 5988.7129 | 5988.7129 | 5988.7129 | 5988.7129 | 5988.7129 | 5988.7129 |
Max Trade Drawdown | -67459 | -81281 | -32562 | -111907799 | -71576166 | -50707180 |
Profit Factor | 9.1314 | 13.53 | 2.3419 | 2.1677 | 2.5945 | 1.5601 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 37.8151 | 35 | 40.678 | 37.8151 | 35 | 40.678 |
Ratio Avg Win / Avg Loss | 15.0161 | 25.1272 | 3.4153 | 3.5647 | 4.8183 | 2.2751 |
Largest Winning Trade | 1777806 | 1777806 | 48679 | 230642582 | 230642582 | 99691164 |
Largest Losing Trade | -29582 | -29582 | -18454 | -50707180 | -35663601 | -50707180 |
Avg Bars in Trades | 56 | 55 | 57 | 56 | 55 | 57 |
Avg Bars in Winners | 122 | 119 | 124 | 122 | 119 | 124 |
Avg Bars in Losers | 16 | 20 | 12 | 16 | 20 | 12 |
Bars Traded | 6721 | 3301 | 3420 | 6721 | 3301 | 3420 |
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 | -148098 | -319038 | -424839 | 327483 | -161032 | -169018 |
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{ "first_band": { "type": "ssf", "factors": { "length": 217, "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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