Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241793.1033 | 132605.0707 | 109188.0326 | 10454.0917 | -31395.5095 | 41849.6011 |
Total P&L (%) | 241.7931 | 132.6051 | 109.188 | 10.4541 | -31.3955 | 41.8496 |
Avg Daily Profit (%) | 0.1505 | 0.0825 | 0.068 | 0.0062 | -0.0235 | 0.0218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126458 | -150532 | -67370 | -124732 | -114904 | -44335 |
Profit Factor | 1.4333 | 1.3889 | 1.503 | 1.0193 | 0.9049 | 1.1988 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 47.8528 | 43.9024 | 51.8519 | 47.8528 | 43.9024 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.5619 | 1.7747 | 1.3956 | 1.1108 | 1.1562 | 1.1131 |
Largest Winning Trade | 256342 | 256342 | 49057 | 95310 | 95310 | 37318 |
Largest Losing Trade | -35573 | -34050 | -35573 | -50642 | -50642 | -25797 |
Avg Bars in Trades | 27 | 23 | 31 | 27 | 23 | 31 |
Avg Bars in Winners | 34 | 25 | 41 | 34 | 25 | 41 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 4504 | 1948 | 2556 | 4504 | 1948 | 2556 |
Profit Streak | 0 | 0 | 38.2035 | 0 | 0 | 38.2035 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342147 | -87574 | -112042 | -535164 | -585662 | -178914 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 128 } }, "second_band": { "type": "ssf", "factors": { "length": 168, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 128 } }, "second_band": { "type": "ssf", "factors": { "length": 168, "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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