Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742647.9421 | 631908.7868 | 110739.1553 | 1621682.8642 | 575302.3691 | 1046380.4951 |
Total P&L (%) | 742.6479 | 631.9088 | 110.7392 | 1621.6829 | 575.3024 | 1046.3805 |
Avg Daily Profit (%) | 0.3985 | 0.3391 | 0.0594 | 0.1528 | 0.1025 | 0.131 |
Buy And Hold Return (%) | 31.5484 | 31.5484 | 31.5484 | 31.5484 | 31.5484 | 31.5484 |
Max Trade Drawdown | -79438 | -61045 | -66583 | -1594673 | -946010 | -863807 |
Profit Factor | 2.7175 | 3.9233 | 1.5121 | 1.4403 | 1.2894 | 1.6171 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 33.6735 | 28.5714 | 38.7755 | 33.6735 | 28.5714 | 38.7755 |
Ratio Avg Win / Avg Loss | 5.3527 | 9.8082 | 2.3876 | 2.8369 | 3.2236 | 2.5533 |
Largest Winning Trade | 483909 | 483909 | 57238 | 1006375 | 1006375 | 895522 |
Largest Losing Trade | -37486 | -37486 | -19155 | -285836 | -285836 | -231532 |
Avg Bars in Trades | 37 | 31 | 43 | 37 | 31 | 43 |
Avg Bars in Winners | 88 | 78 | 95 | 88 | 78 | 95 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 3688 | 1551 | 2137 | 3688 | 1551 | 2137 |
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 | 317926 | 71150 | -118008 | 129554 | -68785 | -18958 |
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "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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