Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1945488.5383 | 1871650.4695 | 73838.0688 | 44024742.6333 | 46430318.1004 | -2405575.4671 |
Total P&L (%) | 1945.4885 | 1871.6505 | 73.8381 | 44024.7426 | 46430.3181 | -2405.5755 |
Avg Daily Profit (%) | 0.8604 | 0.8277 | 0.0327 | 0.2697 | 0.272 | 0 |
Buy And Hold Return (%) | 9271.1614 | 9271.1614 | 9271.1614 | 9271.1614 | 9271.1614 | 9271.1614 |
Max Trade Drawdown | -63400 | -45880 | -46606 | -37778376 | -31179728 | -18552795 |
Profit Factor | 6.7172 | 11.5339 | 1.4541 | 1.4649 | 1.825 | 0.9374 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 52.459 | 54.8387 | 50 | 52.459 | 54.8387 | 50 |
Ratio Avg Win / Avg Loss | 6.0875 | 9.4985 | 1.4541 | 1.3276 | 1.5029 | 0.9374 |
Largest Winning Trade | 1045246 | 1045246 | 58506 | 54513829 | 54513829 | 15461742 |
Largest Losing Trade | -39910 | -35558 | -39910 | -25042976 | -25042976 | -10398289 |
Avg Bars in Trades | 143 | 150 | 136 | 143 | 150 | 136 |
Avg Bars in Winners | 168 | 177 | 158 | 168 | 177 | 158 |
Avg Bars in Losers | 115 | 117 | 113 | 115 | 117 | 113 |
Bars Traded | 8740 | 4657 | 4083 | 8740 | 4657 | 4083 |
Profit Streak | 60.1786 | 95.6786 | 0 | 60.1786 | 95.6786 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -309152 | -142912 | -314067 | -156953 | 429642 | -580825 |
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{ "first_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 119, "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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