Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166191.5807 | 75212.2318 | 90979.3489 | 186557.1355 | 83278.0248 | 103279.1107 |
Total P&L (%) | 166.1916 | 75.2122 | 90.9793 | 186.5571 | 83.278 | 103.2791 |
Avg Daily Profit (%) | 0.3191 | 0.1444 | 0.1747 | 0.2023 | 0.1164 | 0.1363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73377 | -50493 | -44269 | -247790 | -140949 | -148295 |
Profit Factor | 1.3201 | 1.2904 | 1.3496 | 1.1563 | 1.1388 | 1.174 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 42.7273 | 40.9091 | 44.5455 | 42.7273 | 40.9091 | 44.5455 |
Ratio Avg Win / Avg Loss | 1.7695 | 1.8639 | 1.6801 | 1.5499 | 1.645 | 1.4615 |
Largest Winning Trade | 33027 | 32536 | 33027 | 95410 | 95410 | 50172 |
Largest Losing Trade | -14013 | -10145 | -14013 | -43560 | -43560 | -35247 |
Avg Bars in Trades | 112 | 110 | 115 | 112 | 110 | 115 |
Avg Bars in Winners | 172 | 174 | 169 | 172 | 174 | 169 |
Avg Bars in Losers | 68 | 65 | 71 | 68 | 65 | 71 |
Bars Traded | 24790 | 12126 | 12664 | 24790 | 12126 | 12664 |
Profit Streak | 10.551 | 22.676 | 10.551 | 10.551 | 22.676 | 10.551 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317121 | -2451 | 237676 | -40992 | -107663 | -42537 |
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{ "first_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 56, "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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