Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279734.0878 | 73977.7784 | 205756.3094 | 70322.3779 | -357468.1393 | 427790.5172 |
Total P&L (%) | 279.7341 | 73.9778 | 205.7563 | 70.3224 | -357.4681 | 427.7905 |
Avg Daily Profit (%) | 0.1675 | 0.0443 | 0.1232 | 0.0319 | 0 | 0.0997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146150 | -128604 | -97164 | -714525 | -676474 | -262681 |
Profit Factor | 1.4106 | 1.1889 | 1.7102 | 1.0365 | 0.7023 | 1.591 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 56.6372 | 50.8772 | 62.5 | 56.6372 | 50.8772 | 62.5 |
Ratio Avg Win / Avg Loss | 1.08 | 1.1479 | 1.0261 | 0.7936 | 0.6781 | 0.9546 |
Largest Winning Trade | 64051 | 64051 | 46263 | 162003 | 101360 | 162003 |
Largest Losing Trade | -53889 | -43837 | -53889 | -257895 | -257895 | -195763 |
Avg Bars in Trades | 43 | 48 | 38 | 43 | 48 | 38 |
Avg Bars in Winners | 36 | 43 | 31 | 36 | 43 | 31 |
Avg Bars in Losers | 53 | 54 | 51 | 53 | 54 | 51 |
Bars Traded | 4957 | 2786 | 2171 | 4957 | 2786 | 2171 |
Profit Streak | 44.803 | 45.1363 | 44.803 | 44.803 | 45.1363 | 44.803 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384601 | -325435 | -204280 | -329708 | -759731 | -237608 |
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{ "first_band": { "type": "ssf", "factors": { "length": 53, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 53, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 37, "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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