Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1251683.5862 | 1224875.183 | 26808.4032 | 2043309.4767 | 4355039.2056 | -2311729.7289 |
Total P&L (%) | 1251.6836 | 1224.8752 | 26.8084 | 2043.3095 | 4355.0392 | -2311.7297 |
Avg Daily Profit (%) | 0.6893 | 0.6746 | 0.0148 | 0.1689 | 0.2093 | 0 |
Buy And Hold Return (%) | 577.1347 | 577.1347 | 577.1347 | 577.1347 | 577.1347 | 577.1347 |
Max Trade Drawdown | -174647 | -83402 | -96314 | -14172588 | -6887420 | -7602673 |
Profit Factor | 3.3172 | 6.1651 | 1.0885 | 1.0869 | 1.4239 | 0.8256 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 39.726 | 38.8889 | 40.5405 | 39.726 | 38.8889 | 40.5405 |
Ratio Avg Win / Avg Loss | 5.033 | 9.688 | 1.5964 | 1.649 | 2.2376 | 1.2108 |
Largest Winning Trade | 658797 | 658797 | 77939 | 6540598 | 6540598 | 2960958 |
Largest Losing Trade | -32813 | -23235 | -32813 | -2715672 | -2715672 | -1947234 |
Avg Bars in Trades | 145 | 136 | 154 | 145 | 136 | 154 |
Avg Bars in Winners | 250 | 226 | 273 | 250 | 226 | 273 |
Avg Bars in Losers | 76 | 78 | 73 | 76 | 78 | 73 |
Bars Traded | 10617 | 4909 | 5709 | 10617 | 4909 | 5709 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67474 | 368122 | -464673 | -199005 | 206870 | -582784 |
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{ "first_band": { "type": "swma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 77, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 77, "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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