Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3650495.0646 | 3763730.8728 | -113235.8083 | -80031.0284 | -31008.5584 | -49022.47 |
Total P&L (%) | 3650.4951 | 3763.7309 | -113.2358 | -80.031 | -31.0086 | -49.0225 |
Avg Daily Profit (%) | 1.8592 | 1.9168 | -0.0577 | -0.082 | -0.0189 | -0.0343 |
Buy And Hold Return (%) | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 |
Max Trade Drawdown | -254520 | -62988 | -222126 | -122610 | -29466 | -83434 |
Profit Factor | 6.6694 | 14.3355 | 0.6869 | 0.6241 | 0.6997 | 0.5528 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 |
Ratio Avg Win / Avg Loss | 9.2346 | 19.8491 | 0.9511 | 0.8641 | 0.9688 | 0.7655 |
Largest Winning Trade | 3727912 | 3727912 | 65866 | 22870 | 19894 | 22870 |
Largest Losing Trade | -97576 | -62988 | -97576 | -25171 | -25171 | -21530 |
Avg Bars in Trades | 122 | 119 | 125 | 122 | 119 | 125 |
Avg Bars in Winners | 188 | 193 | 182 | 188 | 193 | 182 |
Avg Bars in Losers | 75 | 66 | 83 | 75 | 66 | 83 |
Bars Traded | 7600 | 3716 | 3884 | 7600 | 3716 | 3884 |
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 | -142752 | 579861 | -583954 | -742691 | -583954 | -583954 |
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{ "first_band": { "type": "swma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } } }
# | 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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