Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285751.9848 | 302768.4757 | -17016.4909 | 47673.3087 | 183552.0684 | -135878.7597 |
Total P&L (%) | 285.752 | 302.7685 | -17.0165 | 47.6733 | 183.5521 | -135.8788 |
Avg Daily Profit (%) | 0.2743 | 0.2907 | -0.0163 | 0.0374 | 0.1001 | 0 |
Buy And Hold Return (%) | 45.2415 | 45.2415 | 45.2415 | 45.2415 | 45.2415 | 45.2415 |
Max Trade Drawdown | -88692 | -70933 | -81788 | -192337 | -75148 | -221440 |
Profit Factor | 1.5233 | 2.2301 | 0.9433 | 1.0538 | 1.5196 | 0.7451 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 43.0233 | 37.2093 | 48.8372 | 43.0233 | 37.2093 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.0174 | 3.7633 | 0.9882 | 1.3955 | 2.5643 | 0.7806 |
Largest Winning Trade | 240720 | 240720 | 37057 | 115120 | 115120 | 81013 |
Largest Losing Trade | -36359 | -20558 | -36359 | -84529 | -47153 | -84529 |
Avg Bars in Trades | 279 | 273 | 285 | 279 | 273 | 285 |
Avg Bars in Winners | 393 | 427 | 366 | 393 | 427 | 366 |
Avg Bars in Losers | 193 | 182 | 207 | 193 | 182 | 207 |
Bars Traded | 24045 | 11774 | 12272 | 24045 | 11774 | 12272 |
Profit Streak | 18.1648 | 0 | 57.4982 | 18.1648 | 0 | 57.4982 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303863 | 270422 | -580199 | -455240 | -63893 | -580199 |
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{ "first_band": { "type": "ssf", "factors": { "length": 231, "offset": 214, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 201, "offset": 0 } } }
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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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