Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269307.8634 | 21836.3794 | 247471.484 | 269618.4778 | -12813.9942 | 282432.4719 |
Total P&L (%) | 269.3079 | 21.8364 | 247.4715 | 269.6185 | -12.814 | 282.4325 |
Avg Daily Profit (%) | 0.177 | 0.0144 | 0.1626 | 0.0859 | -0.009 | 0.0882 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79597 | -76522 | -39971 | -364053 | -291139 | -168561 |
Profit Factor | 1.5769 | 1.0821 | 2.2327 | 1.1888 | 0.983 | 1.4196 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 41.6667 | 35.4167 | 47.9167 | 41.6667 | 35.4167 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.2077 | 1.9732 | 2.4268 | 1.6643 | 1.7926 | 1.543 |
Largest Winning Trade | 73557 | 73557 | 60511 | 194071 | 194071 | 153330 |
Largest Losing Trade | -28744 | -20159 | -28744 | -126581 | -126581 | -115050 |
Avg Bars in Trades | 93 | 75 | 110 | 93 | 75 | 110 |
Avg Bars in Winners | 139 | 107 | 163 | 139 | 107 | 163 |
Avg Bars in Losers | 60 | 58 | 61 | 60 | 58 | 61 |
Bars Traded | 8942 | 3646 | 5296 | 8942 | 3646 | 5296 |
Profit Streak | 35.1332 | 37.7999 | 35.1332 | 35.1332 | 37.7999 | 35.1332 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315651 | -313057 | 409388 | -91469 | -582593 | -73471 |
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{ "first_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 41, "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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