Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770986.6368 | 610088.9119 | 160897.7249 | 2997493.0013 | 405554.9673 | 2591938.0339 |
Total P&L (%) | 770.9866 | 610.0889 | 160.8977 | 2997.493 | 405.555 | 2591.938 |
Avg Daily Profit (%) | 0.4043 | 0.32 | 0.0844 | 0.1802 | 0.085 | 0.1728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112572 | -65539 | -51093 | -7894245 | -3922424 | -4090831 |
Profit Factor | 2.7336 | 3.8371 | 1.7005 | 1.1611 | 1.0432 | 1.2814 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 48.5294 | 47.0588 | 50 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 2.8993 | 4.3168 | 1.7005 | 1.2315 | 1.1736 | 1.2814 |
Largest Winning Trade | 351005 | 351005 | 62512 | 4228101 | 4092483 | 4228101 |
Largest Losing Trade | -32609 | -22654 | -32609 | -2323400 | -1216906 | -2323400 |
Avg Bars in Trades | 109 | 97 | 121 | 109 | 97 | 121 |
Avg Bars in Winners | 170 | 157 | 182 | 170 | 157 | 182 |
Avg Bars in Losers | 51 | 43 | 59 | 51 | 43 | 59 |
Bars Traded | 7418 | 3303 | 4115 | 7418 | 3303 | 4115 |
Profit Streak | 0 | 0 | 40.3443 | 0 | 0 | 40.3443 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99349 | 534392 | -76542 | -149773 | -253643 | 299057 |
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{ "first_band": { "type": "swma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 172, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 172, "offset": 0, "poles": 2 } } }
# | 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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