Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1028063.7985 | 938967.9744 | 89095.8241 | 1568148.2373 | 2370972.1062 | -802823.8688 |
Total P&L (%) | 1028.0638 | 938.968 | 89.0958 | 1568.1482 | 2370.9721 | -802.8239 |
Avg Daily Profit (%) | 0.4935 | 0.4508 | 0.0428 | 0.1352 | 0.1541 | 0 |
Buy And Hold Return (%) | 74.8077 | 74.8077 | 74.8077 | 74.8077 | 74.8077 | 74.8077 |
Max Trade Drawdown | -199856 | -142407 | -183195 | -14951911 | -10505386 | -5571554 |
Profit Factor | 1.9341 | 2.7994 | 1.1539 | 1.0507 | 1.1332 | 0.9389 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Profitability (%) | 36.4583 | 30.2083 | 42.7083 | 36.4583 | 30.2083 | 42.7083 |
Ratio Avg Win / Avg Loss | 3.3708 | 6.4675 | 1.548 | 1.8312 | 2.618 | 1.2594 |
Largest Winning Trade | 484451 | 484451 | 58872 | 10087367 | 10087367 | 1847137 |
Largest Losing Trade | -40737 | -26561 | -40737 | -2974066 | -2974066 | -2655321 |
Avg Bars in Trades | 127 | 119 | 135 | 127 | 119 | 135 |
Avg Bars in Winners | 238 | 242 | 234 | 238 | 242 | 234 |
Avg Bars in Losers | 64 | 66 | 61 | 64 | 66 | 61 |
Bars Traded | 24492 | 11490 | 13002 | 24492 | 11490 | 13002 |
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 | 358513 | 271047 | -295352 | -180046 | -73290 | -582244 |
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{ "first_band": { "type": "swma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 64, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 64, "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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