Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833150.7203 | 802688.4174 | 30462.3029 | 394361.9554 | 2184153.7326 | -1789791.7773 |
Total P&L (%) | 833.1507 | 802.6884 | 30.4623 | 394.362 | 2184.1537 | -1789.7918 |
Avg Daily Profit (%) | 0.3676 | 0.3542 | 0.0134 | 0.0705 | 0.1382 | 0 |
Buy And Hold Return (%) | 114.7059 | 114.7059 | 114.7059 | 114.7059 | 114.7059 | 114.7059 |
Max Trade Drawdown | -231925 | -156267 | -213580 | -3353642 | -1282578 | -2534415 |
Profit Factor | 1.7095 | 2.3941 | 1.0509 | 1.0477 | 1.6732 | 0.6435 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
Profitability (%) | 36.8182 | 31.8182 | 41.8182 | 36.8182 | 31.8182 | 41.8182 |
Ratio Avg Win / Avg Loss | 2.9336 | 5.1302 | 1.4621 | 1.7979 | 3.5853 | 0.8954 |
Largest Winning Trade | 363618 | 363618 | 45660 | 1698384 | 1698384 | 763796 |
Largest Losing Trade | -40367 | -39339 | -40367 | -885507 | -343909 | -885507 |
Avg Bars in Trades | 61 | 59 | 63 | 61 | 59 | 63 |
Avg Bars in Winners | 104 | 106 | 103 | 104 | 106 | 103 |
Avg Bars in Losers | 36 | 37 | 34 | 36 | 37 | 34 |
Bars Traded | 13482 | 6519 | 6963 | 13482 | 6519 | 6963 |
Profit Streak | 15.1996 | 0 | 16.3663 | 15.1996 | 0 | 16.3663 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335521 | 236981 | -508067 | -271792 | -12351 | -583646 |
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{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 24, "offset": 0 } } }
# | 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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