Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407408.6228 | 1316368.0956 | 91040.5273 | 6169365.8537 | 4280648.861 | 1888716.9927 |
Total P&L (%) | 1407.4086 | 1316.3681 | 91.0405 | 6169.3659 | 4280.6489 | 1888.717 |
Avg Daily Profit (%) | 0.7734 | 0.7234 | 0.05 | 0.2277 | 0.2079 | 0.1645 |
Buy And Hold Return (%) | 439.1687 | 439.1687 | 439.1687 | 439.1687 | 439.1687 | 439.1687 |
Max Trade Drawdown | -128076 | -86518 | -110288 | -2350889 | -1543467 | -1697114 |
Profit Factor | 3.5897 | 5.4975 | 1.363 | 1.7402 | 1.9899 | 1.4709 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 31.25 | 28.5714 | 33.9286 | 31.25 | 28.5714 | 33.9286 |
Ratio Avg Win / Avg Loss | 7.8972 | 13.7438 | 2.6543 | 3.8284 | 4.9748 | 2.8644 |
Largest Winning Trade | 673192 | 673192 | 75295 | 2701679 | 2140872 | 2701679 |
Largest Losing Trade | -29864 | -29864 | -29250 | -852776 | -819306 | -852776 |
Avg Bars in Trades | 48 | 46 | 49 | 48 | 46 | 49 |
Avg Bars in Winners | 115 | 113 | 117 | 115 | 113 | 117 |
Avg Bars in Losers | 17 | 20 | 14 | 17 | 20 | 14 |
Bars Traded | 5408 | 2621 | 2787 | 5408 | 2621 | 2787 |
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 | 351952 | -176849 | -476879 | 164847 | -182520 | -178564 |
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{ "first_band": { "type": "ssf", "factors": { "length": 190, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 3, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 190, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 3, "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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