Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189218.7156 | 232324.8986 | -43106.183 | -930642.8252 | -461248.732 | -469394.0931 |
Total P&L (%) | 189.2187 | 232.3249 | -43.1062 | -930.6428 | -461.2487 | -469.3941 |
Avg Daily Profit (%) | 0.1524 | 0.1871 | -0.0347 | 0 | 0 | 0 |
Buy And Hold Return (%) | 17.684 | 17.684 | 17.684 | 17.684 | 17.684 | 17.684 |
Max Trade Drawdown | -86236 | -48402 | -86236 | -796628 | -471162 | -409390 |
Profit Factor | 1.3422 | 2.7345 | 0.8971 | 0.4249 | 0.3636 | 0.4746 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 67 | 32 | 35 | 21 | 12 | 9 |
Losing Trades | 22 | 12 | 10 | 68 | 32 | 36 |
Profitability (%) | 75.2809 | 72.7273 | 77.7778 | 23.5955 | 27.2727 | 20 |
Ratio Avg Win / Avg Loss | 0.4407 | 1.0255 | 0.2563 | 1.3758 | 0.9695 | 1.8984 |
Largest Winning Trade | 33563 | 31811 | 33563 | 213120 | 152481 | 213120 |
Largest Losing Trade | -213195 | -37588 | -213195 | -213195 | -139413 | -213195 |
Avg Bars in Trades | 79 | 88 | 69 | 79 | 88 | 69 |
Avg Bars in Winners | 55 | 68 | 42 | 147 | 141 | 154 |
Avg Bars in Losers | 152 | 141 | 165 | 58 | 68 | 48 |
Bars Traded | 7046 | 3901 | 3145 | 7046 | 3901 | 3145 |
Profit Streak | 34.6597 | 160.993 | 34.6597 | 0 | 0 | 0 |
Trades During Streak | 4 | 7 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402655 | 579300 | -576118 | -614878 | -600517 | -630063 |
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{ "first_band": { "type": "swma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 3.81907 } } }
# | 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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