Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2790995.9864 | 2708261.474 | 82734.5123 | 56157052.8053 | 51322118.9922 | 4834933.813 |
Total P&L (%) | 2790.996 | 2708.2615 | 82.7345 | 56157.0528 | 51322.119 | 4834.9338 |
Avg Daily Profit (%) | 1.2309 | 1.1944 | 0.0365 | 0.2797 | 0.2757 | 0.1721 |
Buy And Hold Return (%) | 8177.0388 | 8177.0388 | 8177.0388 | 8177.0388 | 8177.0388 | 8177.0388 |
Max Trade Drawdown | -74774 | -72047 | -60967 | -17709551 | -12495546 | -20446229 |
Profit Factor | 9.4679 | 18.9852 | 1.4622 | 1.936 | 2.9752 | 1.1421 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 43.5484 | 38.7097 | 48.3871 | 43.5484 | 38.7097 | 48.3871 |
Ratio Avg Win / Avg Loss | 12.2731 | 30.0599 | 1.5596 | 2.5096 | 4.7107 | 1.2183 |
Largest Winning Trade | 1933245 | 1933245 | 49466 | 35840282 | 35840282 | 17806363 |
Largest Losing Trade | -56019 | -19754 | -56019 | -13380105 | -4329446 | -13380105 |
Avg Bars in Trades | 70 | 67 | 73 | 70 | 67 | 73 |
Avg Bars in Winners | 111 | 120 | 105 | 111 | 120 | 105 |
Avg Bars in Losers | 38 | 34 | 43 | 38 | 34 | 43 |
Bars Traded | 4381 | 2103 | 2278 | 4381 | 2103 | 2278 |
Profit Streak | 0 | 241.1701 | 0 | 0 | 241.1701 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -304996 | -147199 | -308415 | -148979 | 375331 | -222811 |
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{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 7, "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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