Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550246.3644 | 471706.3664 | 78539.9979 | 587081.8118 | 472288.272 | 114793.5398 |
Total P&L (%) | 550.2464 | 471.7064 | 78.54 | 587.0818 | 472.2883 | 114.7935 |
Avg Daily Profit (%) | 0.2196 | 0.1883 | 0.0314 | 0.077 | 0.0697 | 0.0305 |
Buy And Hold Return (%) | 11.0617 | 11.0617 | 11.0617 | 11.0617 | 11.0617 | 11.0617 |
Max Trade Drawdown | -117117 | -114144 | -72928 | -1837847 | -1535984 | -812595 |
Profit Factor | 1.4097 | 1.6883 | 1.1194 | 1.0597 | 1.0918 | 1.0245 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Losing Trades | 177 | 90 | 87 | 177 | 90 | 87 |
Profitability (%) | 43.2692 | 42.3077 | 44.2308 | 43.2692 | 42.3077 | 44.2308 |
Ratio Avg Win / Avg Loss | 1.8483 | 2.3022 | 1.4114 | 1.3894 | 1.4889 | 1.2917 |
Largest Winning Trade | 132318 | 132318 | 39200 | 1150738 | 1150738 | 267253 |
Largest Losing Trade | -36122 | -31287 | -36122 | -757664 | -319725 | -757664 |
Avg Bars in Trades | 31 | 32 | 31 | 31 | 32 | 31 |
Avg Bars in Winners | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 9962 | 5029 | 4933 | 9962 | 5029 | 4933 |
Profit Streak | 21.1309 | 0 | 41.3809 | 21.1309 | 0 | 41.3809 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346915 | 287642 | -241181 | -245078 | -222171 | -346721 |
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{ "first_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 27, "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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