Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1005553.9302 | 933251.5911 | 72302.3391 | 3856657.3978 | 3303738.3036 | 552919.0941 |
Total P&L (%) | 1005.5539 | 933.2516 | 72.3023 | 3856.6574 | 3303.7383 | 552.9191 |
Avg Daily Profit (%) | 0.4569 | 0.424 | 0.0329 | 0.1672 | 0.1604 | 0.0853 |
Buy And Hold Return (%) | 617.7066 | 617.7066 | 617.7066 | 617.7066 | 617.7066 | 617.7066 |
Max Trade Drawdown | -97896 | -58874 | -131266 | -1515043 | -1525594 | -673209 |
Profit Factor | 2.7407 | 4.8673 | 1.215 | 1.7813 | 2.1003 | 1.2859 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 49.4505 | 41.3043 | 57.7778 | 49.4505 | 41.3043 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.8016 | 6.9167 | 0.8878 | 1.8209 | 2.9846 | 0.9397 |
Largest Winning Trade | 409062 | 409062 | 69295 | 2422776 | 2422776 | 336550 |
Largest Losing Trade | -61791 | -26373 | -61791 | -878624 | -878624 | -316707 |
Avg Bars in Trades | 94 | 85 | 104 | 94 | 85 | 104 |
Avg Bars in Winners | 130 | 124 | 135 | 130 | 124 | 135 |
Avg Bars in Losers | 60 | 58 | 62 | 60 | 58 | 62 |
Bars Traded | 8642 | 3941 | 4701 | 8642 | 3941 | 4701 |
Profit Streak | 0 | 0 | 261.9954 | 0 | 0 | 261.9954 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 220398 | 150911 | -314438 | 383786 | 262218 | -243677 |
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{ "first_band": { "type": "swma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 93, "offset": 0, "poles": 3 } } }
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# | 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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