Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383493.536 | 287190.9415 | 96302.5945 | -4238875.5845 | -1856031.2173 | -2382844.3671 |
Total P&L (%) | 383.4935 | 287.1909 | 96.3026 | -4238.8756 | -1856.0312 | -2382.8444 |
Avg Daily Profit (%) | 0.3735 | 0.2797 | 0.0938 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217190 | -67801 | -53404 | -4273112 | -2087328 | -2122420 |
Profit Factor | 1.7063 | 2.0589 | 1.3544 | 0.2318 | 0.365 | 0.0818 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 17 | 21 | 26 | 16 | 10 |
Losing Trades | 26 | 15 | 11 | 38 | 16 | 22 |
Profitability (%) | 59.375 | 53.125 | 65.625 | 40.625 | 50 | 31.25 |
Ratio Avg Win / Avg Loss | 1.1675 | 1.8166 | 0.7095 | 0.3388 | 0.365 | 0.18 |
Largest Winning Trade | 142954 | 142954 | 42618 | 343143 | 343143 | 95418 |
Largest Losing Trade | -194961 | -34735 | -194961 | -1361292 | -1361292 | -758007 |
Avg Bars in Trades | 62 | 69 | 55 | 62 | 69 | 55 |
Avg Bars in Winners | 53 | 53 | 52 | 74 | 85 | 55 |
Avg Bars in Losers | 76 | 87 | 61 | 54 | 52 | 55 |
Bars Traded | 4000 | 2217 | 1783 | 4000 | 2217 | 1783 |
Profit Streak | 17.5071 | 0 | 146.2571 | 0 | 55.2571 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130490 | 453199 | -65622 | -728201 | -580248 | -588102 |
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{ "first_band": { "type": "swma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 173, "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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