Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464107.0163 | 383523.5448 | 80583.4715 | 141432.2148 | 293112.1358 | -151679.9209 |
Total P&L (%) | 464.107 | 383.5235 | 80.5835 | 141.4322 | 293.1121 | -151.6799 |
Avg Daily Profit (%) | 0.2017 | 0.1667 | 0.035 | 0.0383 | 0.0595 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155641 | -83430 | -143115 | -368458 | -213299 | -297301 |
Profit Factor | 1.4452 | 1.7026 | 1.1623 | 1.0737 | 1.2951 | 0.8361 |
Total Trades | 353 | 177 | 176 | 353 | 177 | 176 |
Winning Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Losing Trades | 197 | 96 | 101 | 197 | 96 | 101 |
Profitability (%) | 44.1926 | 45.7627 | 42.6136 | 44.1926 | 45.7627 | 42.6136 |
Ratio Avg Win / Avg Loss | 1.8251 | 2.0179 | 1.5652 | 1.3559 | 1.5349 | 1.126 |
Largest Winning Trade | 229644 | 229644 | 60500 | 295643 | 295643 | 68646 |
Largest Losing Trade | -36164 | -36164 | -35445 | -114743 | -79508 | -114743 |
Avg Bars in Trades | 38 | 35 | 40 | 38 | 35 | 40 |
Avg Bars in Winners | 54 | 48 | 60 | 54 | 48 | 60 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 13450 | 6305 | 7145 | 13450 | 6305 | 7145 |
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 | 334991 | 334303 | -189505 | -281587 | -113571 | -581617 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 118 } }, "second_band": { "type": "ssf", "factors": { "length": 76, "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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