Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850447.5857 | 1432800.9386 | -582353.3529 | 8548222.7071 | 17417859.7182 | -8869637.0111 |
Total P&L (%) | 850.4476 | 1432.8009 | -582.3534 | 8548.2227 | 17417.8597 | -8869.637 |
Avg Daily Profit (%) | 0.4664 | 0.7857 | -0.3194 | 0.2449 | 0.2837 | 0 |
Buy And Hold Return (%) | 510.7942 | 510.7942 | 510.7942 | 510.7942 | 510.7942 | 510.7942 |
Max Trade Drawdown | -883128 | -164830 | -726561 | -40922403 | -10492397 | -36206968 |
Profit Factor | 1.7732 | 6.403 | 0.3023 | 1.1169 | 1.6346 | 0.8057 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 58 | 26 | 32 | 46 | 25 | 21 |
Losing Trades | 20 | 13 | 7 | 32 | 14 | 18 |
Profitability (%) | 74.359 | 66.6667 | 82.0513 | 58.9744 | 64.1026 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.6115 | 3.2015 | 0.0661 | 0.777 | 0.9153 | 0.6906 |
Largest Winning Trade | 1499165 | 1499165 | 51937 | 24784040 | 22090189 | 24784040 |
Largest Losing Trade | -546852 | -72530 | -546852 | -25838387 | -6862551 | -25838387 |
Avg Bars in Trades | 45 | 49 | 40 | 45 | 49 | 40 |
Avg Bars in Winners | 21 | 21 | 21 | 41 | 43 | 38 |
Avg Bars in Losers | 112 | 106 | 124 | 50 | 60 | 42 |
Bars Traded | 3510 | 1938 | 1572 | 3510 | 1938 | 1572 |
Profit Streak | 106.503 | 152.503 | 106.503 | 106.503 | 152.503 | 106.503 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32134 | 785561 | -575711 | -121044 | 441757 | -579300 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 228, "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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