Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652314.7008 | 411669.1219 | 240645.5789 | 4697666.065 | 4762478.2036 | -64812.1386 |
Total P&L (%) | 652.3147 | 411.6691 | 240.6456 | 4697.6661 | 4762.4782 | -64.8121 |
Avg Daily Profit (%) | 0.3862 | 0.2437 | 0.1425 | 0.2294 | 0.2302 | -0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92676 | -69748 | -77544 | -8774902 | -2349948 | -6988870 |
Profit Factor | 2.3952 | 2.6646 | 2.0927 | 1.2617 | 1.647 | 0.9939 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 41.7391 | 36.8421 | 46.5517 | 41.7391 | 36.8421 | 46.5517 |
Ratio Avg Win / Avg Loss | 3.3433 | 4.5678 | 2.4027 | 1.7611 | 2.8234 | 1.1411 |
Largest Winning Trade | 209868 | 209868 | 51381 | 3389461 | 3389461 | 1841074 |
Largest Losing Trade | -30149 | -16589 | -30149 | -2070768 | -1124652 | -2070768 |
Avg Bars in Trades | 173 | 154 | 192 | 173 | 154 | 192 |
Avg Bars in Winners | 298 | 286 | 308 | 298 | 286 | 308 |
Avg Bars in Losers | 84 | 78 | 91 | 84 | 78 | 91 |
Bars Traded | 19975 | 8818 | 11157 | 19975 | 8818 | 11157 |
Profit Streak | 0 | 48.1059 | 0 | 0 | 48.1059 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406241 | -171811 | -180280 | 228342 | -173474 | -760507 |
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{ "first_band": { "type": "swma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 66, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 66, "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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