Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1058559.1357 | 990763.875 | 67795.2606 | 93871.2308 | 348678.18 | -254806.9492 |
Total P&L (%) | 1058.5591 | 990.7639 | 67.7953 | 93.8712 | 348.6782 | -254.8069 |
Avg Daily Profit (%) | 0.5695 | 0.533 | 0.0365 | 0.0356 | 0.0808 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142970 | -127314 | -79957 | -1011603 | -688504 | -450093 |
Profit Factor | 2.6748 | 3.9834 | 1.226 | 1.0376 | 1.2695 | 0.7878 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 43.8849 | 41.4286 | 46.3768 | 43.8849 | 41.4286 | 46.3768 |
Ratio Avg Win / Avg Loss | 3.4203 | 5.6317 | 1.4176 | 1.3268 | 1.7949 | 0.9109 |
Largest Winning Trade | 1031480 | 1031480 | 53120 | 1031480 | 1031480 | 172390 |
Largest Losing Trade | -52428 | -47291 | -52428 | -330594 | -330594 | -232032 |
Avg Bars in Trades | 77 | 64 | 90 | 77 | 64 | 90 |
Avg Bars in Winners | 125 | 96 | 151 | 125 | 96 | 151 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 10736 | 4519 | 6218 | 10736 | 4519 | 6218 |
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 | 514371 | -79858 | -248059 | -326455 | -181868 | -684145 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 242 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 3 } } }
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# | 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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