Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1400528.1362 | 1311642.0369 | 88886.0993 | 5625544.8652 | 5846646.3037 | -221101.4385 |
Total P&L (%) | 1400.5281 | 1311.642 | 88.8861 | 5625.5449 | 5846.6463 | -221.1014 |
Avg Daily Profit (%) | 0.6386 | 0.5981 | 0.0405 | 0.1847 | 0.1865 | 0 |
Buy And Hold Return (%) | 524.2169 | 524.2169 | 524.2169 | 524.2169 | 524.2169 | 524.2169 |
Max Trade Drawdown | -121196 | -103881 | -97389 | -2598210 | -1690332 | -1461954 |
Profit Factor | 3.5854 | 5.3415 | 1.371 | 1.8117 | 2.4191 | 0.9213 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 40 | 32.5581 | 47.619 | 40 | 32.5581 | 47.619 |
Ratio Avg Win / Avg Loss | 5.3782 | 11.0645 | 1.5081 | 2.7176 | 5.011 | 1.0135 |
Largest Winning Trade | 772195 | 772195 | 66052 | 4579192 | 4579192 | 538845 |
Largest Losing Trade | -30937 | -28150 | -30937 | -879375 | -879375 | -701485 |
Avg Bars in Trades | 151 | 134 | 168 | 151 | 134 | 168 |
Avg Bars in Winners | 282 | 291 | 275 | 282 | 291 | 275 |
Avg Bars in Losers | 64 | 59 | 70 | 64 | 59 | 70 |
Bars Traded | 12866 | 5794 | 7072 | 12866 | 5794 | 7072 |
Profit Streak | 0 | 0 | 257.5805 | 0 | 0 | 257.5805 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413268 | 331198 | -302420 | 276566 | 208766 | -578619 |
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{ "first_band": { "type": "swma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 34, "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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