Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1247914.487 | -44333.0335 | -1203581.4535 | -2800966.9434 | 3459177.3122 | -6260144.2555 |
Total P&L (%) | -1247.9145 | -44.333 | -1203.5815 | -2800.9669 | 3459.1773 | -6260.1443 |
Avg Daily Profit (%) | -0.5752 | -0.0204 | -0.5548 | 0 | 0.1648 | 0 |
Buy And Hold Return (%) | 125.7345 | 125.7345 | 125.7345 | 125.7345 | 125.7345 | 125.7345 |
Max Trade Drawdown | -1342561 | -184211 | -1302973 | -5731274 | -1110728 | -6307800 |
Profit Factor | 0.2773 | 0.8319 | 0.1772 | 0.7528 | 2.198 | 0.2587 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 63 | 27 | 36 | 29 | 18 | 11 |
Losing Trades | 22 | 15 | 7 | 56 | 24 | 32 |
Profitability (%) | 74.1176 | 64.2857 | 83.7209 | 34.1176 | 42.8571 | 25.5814 |
Ratio Avg Win / Avg Loss | 0.0968 | 0.4622 | 0.0345 | 1.4537 | 2.9307 | 0.7526 |
Largest Winning Trade | 53185 | 53185 | 47656 | 2824669 | 2824669 | 1566479 |
Largest Losing Trade | -731856 | -63471 | -731856 | -4757925 | -414770 | -4757925 |
Avg Bars in Trades | 49 | 47 | 52 | 49 | 47 | 52 |
Avg Bars in Winners | 18 | 12 | 23 | 63 | 65 | 61 |
Avg Bars in Losers | 139 | 110 | 201 | 42 | 34 | 48 |
Bars Traded | 4236 | 1997 | 2239 | 4236 | 1997 | 2239 |
Profit Streak | 119.0381 | 164.0381 | 119.0381 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575618 | -577500 | -575089 | -585060 | 330647 | -607979 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 228, "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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