Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771809.4523 | 655477.8856 | 116331.5667 | 798316.01 | -45996.1525 | 844312.1625 |
Total P&L (%) | 771.8095 | 655.4779 | 116.3316 | 798.316 | -45.9962 | 844.3122 |
Avg Daily Profit (%) | 0.3998 | 0.3395 | 0.0603 | 0.1138 | -0.0319 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133810 | -115804 | -75511 | -936425 | -939000 | -242840 |
Profit Factor | 1.9646 | 2.4325 | 1.3396 | 1.1793 | 0.9829 | 1.4799 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 41.3333 | 36 | 46.6667 | 41.3333 | 36 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.7884 | 4.3244 | 1.531 | 1.6738 | 1.7474 | 1.6914 |
Largest Winning Trade | 361713 | 361713 | 50624 | 388874 | 388874 | 306680 |
Largest Losing Trade | -41283 | -41283 | -30035 | -496470 | -496470 | -147794 |
Avg Bars in Trades | 50 | 57 | 43 | 50 | 57 | 43 |
Avg Bars in Winners | 74 | 86 | 64 | 74 | 86 | 64 |
Avg Bars in Losers | 33 | 40 | 24 | 33 | 40 | 24 |
Bars Traded | 7526 | 4275 | 3251 | 7526 | 4275 | 3251 |
Profit Streak | 0 | 0 | 49.059 | 0 | 0 | 49.059 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392149 | -48537 | -168714 | -65471 | -640402 | -92621 |
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{ "first_band": { "type": "swma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 208, "offset": 0, "std": 1.44759 } } }
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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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