Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913766.1504 | 781674.4844 | 132091.666 | 867566.9591 | 3713007.423 | -2845440.4638 |
Total P&L (%) | 913.7662 | 781.6745 | 132.0917 | 867.567 | 3713.0074 | -2845.4405 |
Avg Daily Profit (%) | 0.3946 | 0.3375 | 0.057 | 0.0981 | 0.1573 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204844 | -140696 | -129080 | -14746808 | -8977396 | -9060788 |
Profit Factor | 1.7415 | 2.2579 | 1.2162 | 1.0168 | 1.1594 | 0.9001 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 138 | 61 | 77 | 138 | 61 | 77 |
Losing Trades | 156 | 86 | 70 | 156 | 86 | 70 |
Profitability (%) | 46.9388 | 41.4966 | 52.381 | 46.9388 | 41.4966 | 52.381 |
Ratio Avg Win / Avg Loss | 1.9687 | 3.1833 | 1.1057 | 1.1494 | 1.6346 | 0.8183 |
Largest Winning Trade | 324300 | 324300 | 67302 | 5033135 | 5033135 | 3081937 |
Largest Losing Trade | -46691 | -34995 | -46691 | -7222128 | -3202765 | -7222128 |
Avg Bars in Trades | 46 | 42 | 50 | 46 | 42 | 50 |
Avg Bars in Winners | 60 | 56 | 63 | 60 | 56 | 63 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 13723 | 6281 | 7442 | 13723 | 6281 | 7442 |
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 | 480579 | 361418 | -117038 | -263400 | -39847 | -580634 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 137 } }, "second_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 137 } }, "second_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } } }
# | 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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