Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -710548.7097 | 154612.464 | -865161.1737 | -2015041.4782 | -10845507.35 | 8830465.8717 |
Total P&L (%) | -710.5487 | 154.6125 | -865.1612 | -2015.0415 | -10845.5074 | 8830.4659 |
Avg Daily Profit (%) | -0.3917 | 0.0852 | -0.4769 | 0 | 0 | 0.2479 |
Buy And Hold Return (%) | 521.4581 | 521.4581 | 521.4581 | 521.4581 | 521.4581 | 521.4581 |
Max Trade Drawdown | -831731 | -123479 | -920743 | -20691812 | -14973858 | -7580847 |
Profit Factor | 0.5106 | 1.6166 | 0.2797 | 0.9511 | 0.4844 | 1.4369 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 19 | 16 | 26 | 13 | 13 |
Losing Trades | 23 | 10 | 13 | 32 | 16 | 16 |
Profitability (%) | 60.3448 | 65.5172 | 55.1724 | 44.8276 | 44.8276 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.3355 | 0.8508 | 0.2272 | 1.1706 | 0.5961 | 1.7685 |
Largest Winning Trade | 90376 | 90376 | 62415 | 19634673 | 2448875 | 19634673 |
Largest Losing Trade | -492670 | -75406 | -492670 | -13447092 | -13447092 | -7263613 |
Avg Bars in Trades | 89 | 95 | 82 | 89 | 95 | 82 |
Avg Bars in Winners | 50 | 57 | 41 | 90 | 95 | 85 |
Avg Bars in Losers | 148 | 168 | 133 | 88 | 96 | 80 |
Bars Traded | 5184 | 2783 | 2401 | 5184 | 2783 | 2401 |
Profit Streak | 32.6281 | 164.9615 | 0 | 0 | 0 | 155.6281 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758396 | -241347 | -580162 | -760622 | -582844 | 337556 |
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{ "first_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 99, "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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