Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452378.4272 | 389194.3774 | 63184.0498 | 312054.8841 | 61893.7308 | 250161.1532 |
Total P&L (%) | 452.3784 | 389.1944 | 63.1841 | 312.0549 | 61.8937 | 250.1612 |
Avg Daily Profit (%) | 0.2428 | 0.2089 | 0.0339 | 0.076 | 0.0259 | 0.0673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102247 | -77513 | -107161 | -506995 | -361821 | -285581 |
Profit Factor | 1.6951 | 2.4966 | 1.1617 | 1.1221 | 1.0573 | 1.1697 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Losing Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Profitability (%) | 47.0588 | 50 | 44.1441 | 47.0588 | 50 | 44.1441 |
Ratio Avg Win / Avg Loss | 1.9069 | 2.4966 | 1.4699 | 1.2624 | 1.0573 | 1.48 |
Largest Winning Trade | 282605 | 282605 | 60382 | 266645 | 140729 | 266645 |
Largest Losing Trade | -62921 | -30054 | -62921 | -141949 | -96324 | -141949 |
Avg Bars in Trades | 49 | 41 | 56 | 49 | 41 | 56 |
Avg Bars in Winners | 62 | 47 | 79 | 62 | 47 | 79 |
Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
Bars Traded | 10893 | 4607 | 6286 | 10893 | 4607 | 6286 |
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 | 403629 | 438997 | -193246 | -177596 | -316665 | -139484 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 215 } }, "second_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 215 } }, "second_band": { "type": "ssf", "factors": { "length": 226, "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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