Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530485.0544 | 449431.7183 | 81053.3361 | 65386.116 | 327808.2809 | -262422.1648 |
Total P&L (%) | 530.4851 | 449.4317 | 81.0533 | 65.3861 | 327.8083 | -262.4222 |
Avg Daily Profit (%) | 0.3315 | 0.2808 | 0.0506 | 0.0314 | 0.0909 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144015 | -84347 | -119770 | -507848 | -325631 | -443147 |
Profit Factor | 1.4331 | 1.8262 | 1.1191 | 1.0239 | 1.2857 | 0.8349 |
Total Trades | 399 | 200 | 199 | 399 | 200 | 199 |
Winning Trades | 201 | 98 | 103 | 201 | 98 | 103 |
Losing Trades | 198 | 102 | 96 | 198 | 102 | 96 |
Profitability (%) | 50.3759 | 49 | 51.7588 | 50.3759 | 49 | 51.7588 |
Ratio Avg Win / Avg Loss | 1.4117 | 1.9008 | 1.043 | 1.0086 | 1.3382 | 0.7782 |
Largest Winning Trade | 281643 | 281643 | 55069 | 335495 | 335495 | 93954 |
Largest Losing Trade | -42291 | -33914 | -42291 | -196935 | -154864 | -196935 |
Avg Bars in Trades | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Winners | 26 | 23 | 28 | 26 | 23 | 28 |
Avg Bars in Losers | 20 | 18 | 23 | 20 | 18 | 23 |
Bars Traded | 9438 | 4179 | 5259 | 9438 | 4179 | 5259 |
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 | 448953 | 437653 | -213855 | -343027 | -71286 | -579785 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 124 } }, "second_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 124 } }, "second_band": { "type": "ssf", "factors": { "length": 209, "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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