Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413234.9174 | 343456.2289 | 69778.6885 | 81946.5314 | -93188.1987 | 175134.73 |
Total P&L (%) | 413.2349 | 343.4562 | 69.7787 | 81.9465 | -93.1882 | 175.1347 |
Avg Daily Profit (%) | 0.2231 | 0.1854 | 0.0377 | 0.0323 | -0.1449 | 0.0546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149326 | -118253 | -69765 | -938409 | -831781 | -579404 |
Profit Factor | 1.4887 | 1.7333 | 1.185 | 1.0196 | 0.9595 | 1.0936 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 122 | 64 | 58 | 122 | 64 | 58 |
Profitability (%) | 42.723 | 40.1869 | 45.283 | 42.723 | 40.1869 | 45.283 |
Ratio Avg Win / Avg Loss | 1.9959 | 2.5799 | 1.4319 | 1.367 | 1.4281 | 1.3214 |
Largest Winning Trade | 263700 | 263700 | 50002 | 578779 | 578779 | 275537 |
Largest Losing Trade | -36704 | -28598 | -36704 | -378662 | -200353 | -378662 |
Avg Bars in Trades | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Winners | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 7295 | 3255 | 4040 | 7295 | 3255 | 4040 |
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 | 304252 | 241071 | -161745 | -350355 | -583196 | -239646 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 81 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 2 } } }
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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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