Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908525.5195 | 677614.0485 | 230911.471 | 11255457.1942 | -9795793.3726 | 21051250.5668 |
Total P&L (%) | 908.5255 | 677.614 | 230.9115 | 11255.4572 | -9795.7934 | 21051.2506 |
Avg Daily Profit (%) | 0.4882 | 0.3641 | 0.1241 | 0.2546 | 0 | 0.2881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132428 | -121129 | -70919 | -46164935 | -44123954 | -30619072 |
Profit Factor | 1.7036 | 1.9613 | 1.3938 | 1.034 | 0.9477 | 1.1469 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Losing Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Profitability (%) | 38.843 | 38.843 | 38.843 | 38.843 | 38.843 | 38.843 |
Ratio Avg Win / Avg Loss | 2.6823 | 3.0881 | 2.1945 | 1.628 | 1.4922 | 1.8057 |
Largest Winning Trade | 325663 | 325663 | 39683 | 23749135 | 23749135 | 7781909 |
Largest Losing Trade | -29262 | -17568 | -29262 | -8537406 | -8537406 | -3521312 |
Avg Bars in Trades | 45 | 57 | 34 | 45 | 57 | 34 |
Avg Bars in Winners | 69 | 86 | 51 | 69 | 86 | 51 |
Avg Bars in Losers | 30 | 38 | 23 | 30 | 38 | 23 |
Bars Traded | 22124 | 13804 | 8320 | 22124 | 13804 | 8320 |
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 | 429109 | 343364 | -29227 | -175292 | -582739 | -52687 |
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{ "first_band": { "type": "swma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 191, "offset": 0, "std": 1.09503 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 191, "offset": 0, "std": 1.09503 } } }
# | 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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