Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326656.5076 | 233988.9196 | 92667.588 | -474206.7992 | -44076.3294 | -430130.4698 |
Total P&L (%) | 326.6565 | 233.9889 | 92.6676 | -474.2068 | -44.0763 | -430.1305 |
Avg Daily Profit (%) | 0.2058 | 0.1474 | 0.0584 | 0 | -0.0366 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132256 | -96626 | -143464 | -620979 | -298676 | -505079 |
Profit Factor | 1.5728 | 1.8645 | 1.3093 | 0.6999 | 0.9379 | 0.5057 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 54 | 23 | 31 | 32 | 21 | 11 |
Losing Trades | 30 | 19 | 11 | 52 | 21 | 31 |
Profitability (%) | 64.2857 | 54.7619 | 73.8095 | 38.0952 | 50 | 26.1905 |
Ratio Avg Win / Avg Loss | 0.8738 | 1.5403 | 0.4646 | 1.1373 | 0.9379 | 1.4251 |
Largest Winning Trade | 151587 | 151587 | 38863 | 122531 | 122531 | 104459 |
Largest Losing Trade | -132256 | -58524 | -132256 | -195796 | -129912 | -195796 |
Avg Bars in Trades | 74 | 81 | 67 | 74 | 81 | 67 |
Avg Bars in Winners | 57 | 60 | 55 | 99 | 104 | 89 |
Avg Bars in Losers | 104 | 106 | 101 | 59 | 59 | 59 |
Bars Traded | 6265 | 3433 | 2832 | 6265 | 3433 | 2832 |
Profit Streak | 79.7197 | 79.7197 | 107.9697 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416546 | 320885 | -112006 | -583516 | -580734 | -603635 |
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{ "first_band": { "type": "swma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 194, "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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