Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1718187.628 | 1774398.7307 | -56211.1028 | 149055.2019 | 380598.178 | -231542.976 |
Total P&L (%) | 1718.1876 | 1774.3987 | -56.2111 | 149.0552 | 380.5982 | -231.543 |
Avg Daily Profit (%) | 0.9202 | 0.9503 | -0.0301 | 0.0489 | 0.0841 | 0 |
Buy And Hold Return (%) | 468.3526 | 468.3526 | 468.3526 | 468.3526 | 468.3526 | 468.3526 |
Max Trade Drawdown | -157196 | -125373 | -153793 | -689831 | -710869 | -560978 |
Profit Factor | 3.1196 | 5.066 | 0.8498 | 1.0503 | 1.2339 | 0.8264 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 30.5263 | 25 | 36.1702 | 30.5263 | 25 | 36.1702 |
Ratio Avg Win / Avg Loss | 7.0998 | 15.1979 | 1.4996 | 2.3904 | 3.7017 | 1.4584 |
Largest Winning Trade | 1286872 | 1286872 | 60490 | 751817 | 751817 | 204730 |
Largest Losing Trade | -45590 | -30257 | -45590 | -304049 | -233416 | -304049 |
Avg Bars in Trades | 77 | 67 | 87 | 77 | 67 | 87 |
Avg Bars in Winners | 153 | 134 | 166 | 153 | 134 | 166 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 7321 | 3226 | 4095 | 7321 | 3226 | 4095 |
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 | 338200 | -11274 | -584408 | -464776 | -275651 | -584408 |
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{ "first_band": { "type": "swma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 94, "offset": 0, "std": 3.16618 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 94, "offset": 0, "std": 3.16618 } } }
# | 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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