Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493690.5783 | 489583.0864 | 4107.4918 | 117129.8397 | 97361.5584 | 19768.2813 |
Total P&L (%) | 493.6906 | 489.5831 | 4.1075 | 117.1298 | 97.3616 | 19.7683 |
Avg Daily Profit (%) | 0.9479 | 0.94 | 0.0079 | 0.149 | 0.1306 | 0.0346 |
Buy And Hold Return (%) | 88.2009 | 88.2009 | 88.2009 | 88.2009 | 88.2009 | 88.2009 |
Max Trade Drawdown | -103083 | -92059 | -14189 | -95847 | -88725 | -31695 |
Profit Factor | 3.1601 | 3.5773 | 1.1064 | 1.3501 | 1.3471 | 1.3656 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 35.9551 | 25 | 46.6667 | 35.9551 | 25 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.6289 | 10.7319 | 1.2645 | 2.4049 | 4.0414 | 1.5607 |
Largest Winning Trade | 571817 | 571817 | 5581 | 180633 | 180633 | 12355 |
Largest Losing Trade | -35072 | -35072 | -5759 | -38178 | -38178 | -18025 |
Avg Bars in Trades | 272 | 527 | 23 | 272 | 527 | 23 |
Avg Bars in Winners | 250 | 669 | 30 | 250 | 669 | 30 |
Avg Bars in Losers | 285 | 479 | 18 | 285 | 479 | 18 |
Bars Traded | 24270 | 23199 | 1071 | 24270 | 23199 | 1071 |
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 | 438780 | -11668 | -453050 | -62202 | -180952 | -312321 |
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{ "first_band": { "type": "swma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 61, "offset": 0, "std": 3.58816 } } }
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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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