Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1993277.9908 | 1954974.1058 | 38303.885 | 19382500.248 | 17540875.825 | 1841624.423 |
Total P&L (%) | 1993.278 | 1954.9741 | 38.3039 | 19382.5002 | 17540.8758 | 1841.6244 |
Avg Daily Profit (%) | 1.0664 | 1.0459 | 0.0205 | 0.2824 | 0.2771 | 0.1588 |
Buy And Hold Return (%) | 7603.277 | 7603.277 | 7603.277 | 7603.277 | 7603.277 | 7603.277 |
Max Trade Drawdown | -135314 | -72342 | -91743 | -6005730 | -4189465 | -3318269 |
Profit Factor | 6.1128 | 12.2576 | 1.1772 | 1.9862 | 2.867 | 1.1795 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 50.8475 | 55.1724 | 46.6667 | 50.8475 | 55.1724 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.9091 | 9.9593 | 1.3453 | 1.92 | 2.3294 | 1.348 |
Largest Winning Trade | 1222683 | 1222683 | 68948 | 6412335 | 6412335 | 4090600 |
Largest Losing Trade | -56860 | -56860 | -33984 | -3669361 | -3669361 | -2520099 |
Avg Bars in Trades | 121 | 123 | 119 | 121 | 123 | 119 |
Avg Bars in Winners | 170 | 181 | 157 | 170 | 181 | 157 |
Avg Bars in Losers | 70 | 52 | 85 | 70 | 52 | 85 |
Bars Traded | 7159 | 3588 | 3571 | 7159 | 3588 | 3571 |
Profit Streak | 0 | 226.7125 | 0 | 0 | 226.7125 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -323242 | -142281 | -358246 | -170385 | 393014 | -182471 |
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{ "first_band": { "type": "swma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 3 } } }
# | 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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