Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2402874.2911 | 2260525.9253 | 142348.3658 | 6986684.0082 | 2411449.176 | 4575234.8322 |
Total P&L (%) | 2402.8743 | 2260.5259 | 142.3484 | 6986.684 | 2411.4492 | 4575.2348 |
Avg Daily Profit (%) | 1.0376 | 0.9762 | 0.0615 | 0.1842 | 0.1393 | 0.1662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87163 | -100276 | -96888 | -5904195 | -4193420 | -1710775 |
Profit Factor | 5.5764 | 8.2967 | 1.6613 | 1.4622 | 1.2441 | 1.874 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 21 | 8 | 13 | 21 | 8 | 13 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 34.4262 | 25.8065 | 43.3333 | 34.4262 | 25.8065 | 43.3333 |
Ratio Avg Win / Avg Loss | 10.6218 | 23.853 | 2.1725 | 2.7852 | 3.5767 | 2.4506 |
Largest Winning Trade | 1872084 | 1872084 | 82221 | 4127281 | 3652113 | 4127281 |
Largest Losing Trade | -37455 | -37455 | -30369 | -2190299 | -2190299 | -1650744 |
Avg Bars in Trades | 140 | 119 | 162 | 140 | 119 | 162 |
Avg Bars in Winners | 296 | 301 | 293 | 296 | 301 | 293 |
Avg Bars in Losers | 58 | 56 | 61 | 58 | 56 | 61 |
Bars Traded | 8564 | 3704 | 4860 | 8564 | 3704 | 4860 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150744 | -4453 | -110339 | -162245 | -32111 | 311960 |
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{ "first_band": { "type": "swma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 2 } } }
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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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