Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472397.9892 | 471982.5594 | 415.4297 | -23712.0017 | 539575.2858 | -563287.2875 |
Total P&L (%) | 472.398 | 471.9826 | 0.4154 | -23.712 | 539.5753 | -563.2873 |
Avg Daily Profit (%) | 0.2469 | 0.2467 | 0.0002 | -0.0141 | 0.097 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154569 | -137278 | -124655 | -1566807 | -1144697 | -754444 |
Profit Factor | 1.512 | 2.0026 | 1.0009 | 0.9948 | 1.2292 | 0.741 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 42.8571 | 40 | 45.7143 | 42.8571 | 40 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.016 | 3.0039 | 1.1886 | 1.3264 | 1.8438 | 0.88 |
Largest Winning Trade | 340192 | 340192 | 39896 | 911632 | 911632 | 317530 |
Largest Losing Trade | -62298 | -32292 | -62298 | -401355 | -401355 | -308235 |
Avg Bars in Trades | 160 | 155 | 165 | 160 | 155 | 165 |
Avg Bars in Winners | 231 | 223 | 238 | 231 | 223 | 238 |
Avg Bars in Losers | 107 | 110 | 104 | 107 | 110 | 104 |
Bars Traded | 22506 | 10914 | 11592 | 22506 | 10914 | 11592 |
Profit Streak | 20.2575 | 32.1741 | 0 | 20.2575 | 32.1741 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311768 | -85980 | -673935 | -580963 | -160047 | -676902 |
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{ "first_band": { "type": "swma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 134, "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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