Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482504.3885 | 1489786.9717 | -7282.5832 | 833074.8268 | 21615293.7587 | -20782218.9319 |
Total P&L (%) | 1482.5044 | 1489.787 | -7.2826 | 833.0748 | 21615.2938 | -20782.2189 |
Avg Daily Profit (%) | 0.8164 | 0.8204 | -0.004 | 0.1231 | 0.2967 | 0 |
Buy And Hold Return (%) | 755.4099 | 755.4099 | 755.4099 | 755.4099 | 755.4099 | 755.4099 |
Max Trade Drawdown | -332990 | -163829 | -173969 | -45853647 | -19611664 | -26294305 |
Profit Factor | 2.4797 | 4.1863 | 0.9864 | 1.0107 | 1.6155 | 0.516 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Profitability (%) | 37.931 | 39.0805 | 36.7816 | 37.931 | 39.0805 | 36.7816 |
Ratio Avg Win / Avg Loss | 4.0577 | 6.5257 | 1.6953 | 1.6538 | 2.5182 | 0.8869 |
Largest Winning Trade | 1099611 | 1099611 | 75905 | 20524265 | 20524265 | 2398930 |
Largest Losing Trade | -29110 | -29110 | -28952 | -8671613 | -5231997 | -8671613 |
Avg Bars in Trades | 61 | 58 | 63 | 61 | 58 | 63 |
Avg Bars in Winners | 93 | 88 | 98 | 93 | 88 | 98 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 10655 | 5100 | 5555 | 10655 | 5100 | 5555 |
Profit Streak | 0 | 88.8293 | 0 | 0 | 88.8293 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 251470 | 365195 | -583462 | -373565 | 315345 | -586239 |
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{ "first_band": { "type": "swma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 181, "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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