Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319228.8562 | 86793.3437 | 232435.5125 | 407752.2724 | 235068.883 | 172683.3894 |
Total P&L (%) | 319.2289 | 86.7933 | 232.4355 | 407.7523 | 235.0689 | 172.6834 |
Avg Daily Profit (%) | 0.2161 | 0.0588 | 0.1574 | 0.1101 | 0.0819 | 0.0679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127214 | -66433 | -77722 | -1067799 | -691942 | -617217 |
Profit Factor | 1.7095 | 1.3497 | 2.1523 | 1.1625 | 1.182 | 1.1418 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 42.1687 | 29.2683 | 54.7619 | 42.1687 | 29.2683 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.3445 | 3.2617 | 1.778 | 1.5943 | 2.8566 | 0.9432 |
Largest Winning Trade | 107213 | 107213 | 70583 | 722256 | 722256 | 197430 |
Largest Losing Trade | -23969 | -23969 | -21403 | -256777 | -256777 | -183594 |
Avg Bars in Trades | 34 | 28 | 40 | 34 | 28 | 40 |
Avg Bars in Winners | 56 | 53 | 58 | 56 | 53 | 58 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 2856 | 1148 | 1708 | 2856 | 1148 | 1708 |
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 | 240319 | -123646 | 432412 | -91035 | -113481 | -167776 |
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{ "first_band": { "type": "swma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 2 } } }
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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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