Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350067.7402 | 322950.031 | 27117.7092 | -55613.971 | 151776.0674 | -207390.0384 |
Total P&L (%) | 350.0677 | 322.95 | 27.1177 | -55.614 | 151.7761 | -207.39 |
Avg Daily Profit (%) | 0.1841 | 0.1698 | 0.0143 | -0.0427 | 0.0486 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232217 | -189487 | -88663 | -943466 | -592131 | -401068 |
Profit Factor | 1.5837 | 1.7941 | 1.1405 | 0.9623 | 1.1773 | 0.6659 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 53.8462 | 46.875 | 60.6061 | 53.8462 | 46.875 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.3575 | 2.0333 | 0.7413 | 0.8249 | 1.3343 | 0.4328 |
Largest Winning Trade | 236538 | 236538 | 26213 | 451768 | 451768 | 127882 |
Largest Losing Trade | -66025 | -66025 | -45383 | -292568 | -292568 | -220987 |
Avg Bars in Trades | 113 | 198 | 30 | 113 | 198 | 30 |
Avg Bars in Winners | 64 | 108 | 31 | 64 | 108 | 31 |
Avg Bars in Losers | 169 | 276 | 28 | 169 | 276 | 28 |
Bars Traded | 7347 | 6341 | 1006 | 7347 | 6341 | 1006 |
Profit Streak | 494.642 | 0 | 588.642 | 494.642 | 0 | 588.642 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125614 | 342651 | -242531 | -715694 | -154813 | -578469 |
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{ "first_band": { "type": "bbl", "factors": { "length": 250, "offset": 0, "std": 2.92161 } }, "second_band": { "type": "swma", "factors": { "length": 172, "offset": 0 } } }
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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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