Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2757084.6778 | 2518625.6084 | 238459.0694 | 30883784.7694 | -1570688.4958 | 32454473.2652 |
Total P&L (%) | 2757.0847 | 2518.6256 | 238.4591 | 30883.7848 | -1570.6885 | 32454.4733 |
Avg Daily Profit (%) | 1.191 | 1.088 | 0.103 | 0.2481 | 0 | 0.2502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94193 | -117586 | -44006 | -36254768 | -30424184 | -16677862 |
Profit Factor | 5.5632 | 8.2964 | 1.9206 | 1.2423 | 0.9805 | 1.6928 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 43.2099 | 36.5854 | 50 | 43.2099 | 36.5854 | 50 |
Ratio Avg Win / Avg Loss | 7.3116 | 14.3804 | 1.9206 | 1.6327 | 1.6996 | 1.6928 |
Largest Winning Trade | 2038659 | 2038659 | 79558 | 23772197 | 21298821 | 23772197 |
Largest Losing Trade | -44006 | -31490 | -44006 | -16599242 | -12316078 | -16599242 |
Avg Bars in Trades | 110 | 96 | 124 | 110 | 96 | 124 |
Avg Bars in Winners | 168 | 157 | 176 | 168 | 157 | 176 |
Avg Bars in Losers | 66 | 61 | 72 | 66 | 61 | 72 |
Bars Traded | 8930 | 3970 | 4960 | 8930 | 3970 | 4960 |
Profit Streak | 0 | 0 | 44.6039 | 0 | 0 | 44.6039 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 100624 | 603473 | -51234 | -9627 | -583181 | 441267 |
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{ "first_band": { "type": "swma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 75, "offset": 0, "poles": 3 } } }
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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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