Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203005.5139 | 315761.6601 | -112756.1462 | -81129.1113 | 12319.6509 | -93448.7622 |
Total P&L (%) | 203.0055 | 315.7617 | -112.7561 | -81.1291 | 12.3197 | -93.4488 |
Avg Daily Profit (%) | 0.1255 | 0.1952 | -0.0697 | -0.103 | 0.0072 | -0.1683 |
Buy And Hold Return (%) | 23.7635 | 23.7635 | 23.7635 | 23.7635 | 23.7635 | 23.7635 |
Max Trade Drawdown | -189123 | -100129 | -307384 | -177027 | -110216 | -127330 |
Profit Factor | 1.0947 | 1.3006 | 0.8969 | 0.8771 | 1.035 | 0.6973 |
Total Trades | 981 | 491 | 490 | 981 | 491 | 490 |
Winning Trades | 414 | 214 | 200 | 414 | 214 | 200 |
Losing Trades | 567 | 277 | 290 | 567 | 277 | 290 |
Profitability (%) | 42.2018 | 43.5845 | 40.8163 | 42.2018 | 43.5845 | 40.8163 |
Ratio Avg Win / Avg Loss | 1.4992 | 1.6836 | 1.3005 | 1.2013 | 1.3397 | 1.0112 |
Largest Winning Trade | 96987 | 96987 | 58881 | 85527 | 85527 | 13288 |
Largest Losing Trade | -48738 | -39140 | -48738 | -51321 | -51321 | -22877 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 19287 | 9664 | 9623 | 19287 | 9664 | 9623 |
Profit Streak | 484.9403 | 484.9403 | 486.6903 | 484.9403 | 484.9403 | 486.6903 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137756 | 343162 | -579439 | -574971 | -530238 | -579439 |
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{ "first_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 12 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 12 } } }
# | 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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