Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953095.5973 | 1003150.0486 | -50054.4513 | 98881.7011 | 205902.2436 | -107020.5425 |
Total P&L (%) | 953.0956 | 1003.15 | -50.0545 | 98.8817 | 205.9022 | -107.0205 |
Avg Daily Profit (%) | 0.5257 | 0.5533 | -0.0276 | 0.0379 | 0.0617 | 0 |
Buy And Hold Return (%) | 528.4471 | 528.4471 | 528.4471 | 528.4471 | 528.4471 | 528.4471 |
Max Trade Drawdown | -162160 | -90310 | -159035 | -284031 | -214140 | -189709 |
Profit Factor | 2.5551 | 4.4978 | 0.8465 | 1.1259 | 1.4913 | 0.7078 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 51.6667 | 53.3333 | 50 | 51.6667 | 53.3333 | 50 |
Ratio Avg Win / Avg Loss | 2.3903 | 3.9355 | 0.8465 | 1.0533 | 1.3049 | 0.7078 |
Largest Winning Trade | 507186 | 507186 | 75573 | 178111 | 178111 | 68384 |
Largest Losing Trade | -75288 | -54339 | -75288 | -149438 | -149438 | -115976 |
Avg Bars in Trades | 59 | 55 | 62 | 59 | 55 | 62 |
Avg Bars in Winners | 83 | 79 | 87 | 83 | 79 | 87 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 3540 | 1678 | 1862 | 3540 | 1678 | 1862 |
Profit Streak | 0 | 154.1243 | 0 | 0 | 154.1243 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165789 | 455547 | -580825 | -563326 | -273341 | -580825 |
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{ "first_band": { "type": "swma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 62, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 62, "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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