Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894752.3639 | 849447.6911 | 45304.6728 | 476178.9509 | 299319.5087 | 176859.4422 |
Total P&L (%) | 894.7524 | 849.4477 | 45.3047 | 476.179 | 299.3195 | 176.8594 |
Avg Daily Profit (%) | 0.4297 | 0.4079 | 0.0218 | 0.0841 | 0.0665 | 0.0489 |
Buy And Hold Return (%) | 94.501 | 94.501 | 94.501 | 94.501 | 94.501 | 94.501 |
Max Trade Drawdown | -121352 | -145773 | -211413 | -1271742 | -898052 | -593268 |
Profit Factor | 1.5713 | 2.0922 | 1.0575 | 1.0713 | 1.0842 | 1.0566 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 185 | 84 | 101 | 185 | 84 | 101 |
Losing Trades | 227 | 122 | 105 | 227 | 122 | 105 |
Profitability (%) | 44.9029 | 40.7767 | 49.0291 | 44.9029 | 40.7767 | 49.0291 |
Ratio Avg Win / Avg Loss | 1.928 | 3.0387 | 1.0993 | 1.3145 | 1.5746 | 1.0985 |
Largest Winning Trade | 467891 | 467891 | 42736 | 817352 | 817352 | 237794 |
Largest Losing Trade | -46387 | -46387 | -36538 | -331037 | -249622 | -331037 |
Avg Bars in Trades | 60 | 59 | 60 | 60 | 59 | 60 |
Avg Bars in Winners | 84 | 85 | 83 | 84 | 85 | 83 |
Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
Bars Traded | 24781 | 12259 | 12522 | 24781 | 12259 | 12522 |
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 | 468887 | 386238 | -486760 | -223869 | -236986 | -293411 |
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{ "first_band": { "type": "swma", "factors": { "length": 11, "offset": 99 } }, "second_band": { "type": "bbm", "factors": { "length": 92, "offset": 0, "std": 4.99874 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 11, "offset": 99 } }, "second_band": { "type": "bbm", "factors": { "length": 92, "offset": 0, "std": 4.99874 } } }
# | 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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