Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2362703.7835 | 2227536.9133 | 135166.8702 | 8615466.3893 | 11730662.6315 | -3115196.2422 |
Total P&L (%) | 2362.7038 | 2227.5369 | 135.1669 | 8615.4664 | 11730.6626 | -3115.1962 |
Avg Daily Profit (%) | 1.0609 | 1.0002 | 0.0607 | 0.2008 | 0.2146 | 0 |
Buy And Hold Return (%) | 181.4193 | 181.4193 | 181.4193 | 181.4193 | 181.4193 | 181.4193 |
Max Trade Drawdown | -116735 | -74792 | -85129 | -35352488 | -17388203 | -18683595 |
Profit Factor | 5.8616 | 10.71 | 1.5268 | 1.1061 | 1.3135 | 0.9289 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 47.619 | 48.3871 | 46.875 | 47.619 | 48.3871 | 46.875 |
Ratio Avg Win / Avg Loss | 6.4478 | 11.424 | 1.7304 | 1.2167 | 1.401 | 1.0528 |
Largest Winning Trade | 2020386 | 2020386 | 55294 | 19718818 | 19718818 | 8040699 |
Largest Losing Trade | -29782 | -26559 | -29782 | -12598123 | -6535681 | -12598123 |
Avg Bars in Trades | 135 | 125 | 145 | 135 | 125 | 145 |
Avg Bars in Winners | 202 | 179 | 226 | 202 | 179 | 226 |
Avg Bars in Losers | 75 | 75 | 74 | 75 | 75 | 74 |
Bars Traded | 8561 | 3899 | 4662 | 8561 | 3899 | 4662 |
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 | -130106 | 763231 | -276324 | -247748 | 275803 | -580358 |
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{ "first_band": { "type": "swma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 137, "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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