Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1965801.6337 | -103954.2787 | -1861847.355 | -28393.021 | 7914204.3312 | -7942597.3522 |
Total P&L (%) | -1965.8016 | -103.9543 | -1861.8474 | -28.393 | 7914.2043 | -7942.5974 |
Avg Daily Profit (%) | -1.0492 | -0.0555 | -0.9937 | -0.0178 | 0.2342 | 0 |
Buy And Hold Return (%) | 281.1487 | 281.1487 | 281.1487 | 281.1487 | 281.1487 | 281.1487 |
Max Trade Drawdown | -2133422 | -242855 | -1956313 | -7540358 | -1689239 | -9635343 |
Profit Factor | 0.2588 | 0.7637 | 0.1583 | 0.9983 | 2.949 | 0.3954 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 137 | 63 | 74 | 87 | 50 | 37 |
Losing Trades | 44 | 27 | 17 | 94 | 40 | 54 |
Profitability (%) | 75.6906 | 70 | 81.3187 | 48.0663 | 55.5556 | 40.6593 |
Ratio Avg Win / Avg Loss | 0.0831 | 0.3273 | 0.0364 | 1.0787 | 2.3592 | 0.5771 |
Largest Winning Trade | 27517 | 27517 | 20305 | 4046091 | 4046091 | 2831134 |
Largest Losing Trade | -1229889 | -62509 | -1229889 | -4957482 | -1299779 | -4957482 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 11 | 11 | 11 | 40 | 47 | 30 |
Avg Bars in Losers | 89 | 87 | 92 | 20 | 16 | 23 |
Bars Traded | 5471 | 3068 | 2403 | 5471 | 3068 | 2403 |
Profit Streak | 62.1204 | 83.4537 | 62.1204 | 62.1204 | 83.4537 | 62.1204 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574770 | -576675 | -574926 | -577185 | 572924 | -582853 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } } }
# | 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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