Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1587079.052 | 1600711.5838 | -13632.5318 | 110598.0277 | 2513400.3495 | -2402802.3219 |
Total P&L (%) | 1587.0791 | 1600.7116 | -13.6325 | 110.598 | 2513.4004 | -2402.8023 |
Avg Daily Profit (%) | 0.7039 | 0.7099 | -0.006 | 0.033 | 0.1448 | 0 |
Buy And Hold Return (%) | 217.6871 | 217.6871 | 217.6871 | 217.6871 | 217.6871 | 217.6871 |
Max Trade Drawdown | -133511 | -95254 | -128713 | -3594523 | -1318786 | -2681936 |
Profit Factor | 3.0072 | 5.1987 | 0.9667 | 1.0166 | 2.0828 | 0.4465 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 43.6975 | 36.6667 | 50.8475 | 43.6975 | 36.6667 | 50.8475 |
Ratio Avg Win / Avg Loss | 3.8747 | 8.9796 | 0.9345 | 1.3099 | 3.5975 | 0.4317 |
Largest Winning Trade | 1175217 | 1175217 | 45920 | 3506731 | 3506731 | 662673 |
Largest Losing Trade | -86134 | -33509 | -86134 | -1635292 | -447207 | -1635292 |
Avg Bars in Trades | 109 | 102 | 115 | 109 | 102 | 115 |
Avg Bars in Winners | 175 | 202 | 155 | 175 | 202 | 155 |
Avg Bars in Losers | 57 | 45 | 73 | 57 | 45 | 73 |
Bars Traded | 12982 | 6177 | 6805 | 12982 | 6177 | 6805 |
Profit Streak | 0 | 0 | 74.156 | 0 | 0 | 74.156 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 574309 | -154306 | -756382 | -518938 | -169970 | -756382 |
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{ "first_band": { "type": "ssf", "factors": { "length": 24, "offset": 151, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 24, "offset": 151, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 71, "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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