Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1604109.7685 | 1598369.5884 | 5740.1801 | 134.8777 | 909330.628 | -909195.7503 |
Total P&L (%) | 1604.1098 | 1598.3696 | 5.7402 | 0.1349 | 909.3306 | -909.1958 |
Avg Daily Profit (%) | 0.8628 | 0.8597 | 0.0031 | 0.0001 | 0.1244 | 0 |
Buy And Hold Return (%) | 72.9248 | 72.9248 | 72.9248 | 72.9248 | 72.9248 | 72.9248 |
Max Trade Drawdown | -134775 | -123388 | -74548 | -1650495 | -739782 | -420983 |
Profit Factor | 3.7657 | 6.4292 | 1.0201 | 1 | 1.6441 | 0.5197 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 62 | 38 | 24 | 62 | 38 | 24 |
Profitability (%) | 43.1193 | 30.9091 | 55.5556 | 43.1193 | 30.9091 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.9676 | 14.3711 | 0.8161 | 1.3192 | 3.6751 | 0.4158 |
Largest Winning Trade | 1634806 | 1634806 | 43689 | 1634806 | 1634806 | 144564 |
Largest Losing Trade | -74548 | -53860 | -74548 | -763003 | -523415 | -763003 |
Avg Bars in Trades | 64 | 55 | 74 | 64 | 55 | 74 |
Avg Bars in Winners | 90 | 78 | 97 | 90 | 78 | 97 |
Avg Bars in Losers | 45 | 44 | 45 | 45 | 44 | 45 |
Bars Traded | 7047 | 3038 | 4009 | 7047 | 3038 | 4009 |
Profit Streak | 0 | 0 | 9.3643 | 0 | 0 | 9.3643 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638071 | -166011 | -733221 | -581356 | -211137 | -759446 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 224 } }, "second_band": { "type": "ssf", "factors": { "length": 146, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 224 } }, "second_band": { "type": "ssf", "factors": { "length": 146, "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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