Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1241710.6644 | 1226927.622 | 14783.0425 | 983920.2008 | 4524577.0908 | -3540656.89 |
Total P&L (%) | 1241.7107 | 1226.9276 | 14.783 | 983.9202 | 4524.5771 | -3540.6569 |
Avg Daily Profit (%) | 0.6848 | 0.6766 | 0.0082 | 0.1315 | 0.2117 | 0 |
Buy And Hold Return (%) | 586.0806 | 586.0806 | 586.0806 | 586.0806 | 586.0806 | 586.0806 |
Max Trade Drawdown | -175337 | -160082 | -139380 | -8699048 | -6003417 | -6930850 |
Profit Factor | 2.4826 | 4.3464 | 1.0314 | 1.0359 | 1.3946 | 0.7777 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Profitability (%) | 46.0905 | 43.8017 | 48.3607 | 46.0905 | 43.8017 | 48.3607 |
Ratio Avg Win / Avg Loss | 2.9037 | 5.5765 | 1.1013 | 1.2117 | 1.7893 | 0.8305 |
Largest Winning Trade | 952755 | 952755 | 54749 | 5084724 | 5084724 | 1821226 |
Largest Losing Trade | -43905 | -29395 | -43905 | -2844936 | -2844936 | -2128725 |
Avg Bars in Trades | 28 | 28 | 29 | 28 | 28 | 29 |
Avg Bars in Winners | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 7042 | 3437 | 3605 | 7042 | 3437 | 3605 |
Profit Streak | 0 | 14.6385 | 0 | 0 | 14.6385 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390384 | 409886 | -534297 | -207056 | 292849 | -581367 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 148 } }, "second_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 148 } }, "second_band": { "type": "ssf", "factors": { "length": 249, "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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