Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138102.9023 | 1015034.9125 | 123067.9898 | 3404088.0179 | 4662367.5584 | -1258279.5405 |
Total P&L (%) | 1138.1029 | 1015.0349 | 123.068 | 3404.088 | 4662.3676 | -1258.2795 |
Avg Daily Profit (%) | 0.5465 | 0.4874 | 0.0591 | 0.1709 | 0.1857 | 0 |
Buy And Hold Return (%) | 95.6967 | 95.6967 | 95.6967 | 95.6967 | 95.6967 | 95.6967 |
Max Trade Drawdown | -188755 | -140253 | -162235 | -26530120 | -19185016 | -11700461 |
Profit Factor | 1.9046 | 2.5928 | 1.1982 | 1.0516 | 1.1279 | 0.9573 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 96 | 43 | 53 | 96 | 43 | 53 |
Losing Trades | 167 | 89 | 78 | 167 | 89 | 78 |
Profitability (%) | 36.5019 | 32.5758 | 40.458 | 36.5019 | 32.5758 | 40.458 |
Ratio Avg Win / Avg Loss | 3.3133 | 5.3664 | 1.7635 | 1.8294 | 2.3344 | 1.4089 |
Largest Winning Trade | 523858 | 523858 | 57671 | 17227730 | 17227730 | 3316723 |
Largest Losing Trade | -33228 | -24267 | -33228 | -4642867 | -4642867 | -4247302 |
Avg Bars in Trades | 94 | 90 | 98 | 94 | 90 | 98 |
Avg Bars in Winners | 175 | 183 | 169 | 175 | 183 | 169 |
Avg Bars in Losers | 47 | 45 | 49 | 47 | 45 | 49 |
Bars Traded | 24780 | 11932 | 12848 | 24780 | 11932 | 12848 |
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 | 386718 | 304498 | -196070 | -158732 | -77842 | -583028 |
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{ "first_band": { "type": "swma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 35, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 35, "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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