Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024378.685 | 1001080.4988 | 23298.1862 | 801585.6668 | 1246630.4631 | -445044.7963 |
Total P&L (%) | 1024.3787 | 1001.0805 | 23.2982 | 801.5857 | 1246.6305 | -445.0448 |
Avg Daily Profit (%) | 0.474 | 0.4632 | 0.0108 | 0.1018 | 0.1204 | 0 |
Buy And Hold Return (%) | 437.9803 | 437.9803 | 437.9803 | 437.9803 | 437.9803 | 437.9803 |
Max Trade Drawdown | -174020 | -157999 | -45537 | -3958482 | -3503509 | -1049920 |
Profit Factor | 3.6362 | 4.2147 | 1.3019 | 1.103 | 1.1953 | 0.6827 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 45.7627 | 41.3793 | 50 | 45.7627 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 4.3096 | 5.9708 | 1.3019 | 1.3072 | 1.6933 | 0.6827 |
Largest Winning Trade | 680402 | 680402 | 29124 | 2207570 | 2207570 | 273166 |
Largest Losing Trade | -54081 | -54081 | -12531 | -1703704 | -1703704 | -562771 |
Avg Bars in Trades | 214 | 409 | 25 | 214 | 409 | 25 |
Avg Bars in Winners | 277 | 594 | 24 | 277 | 594 | 24 |
Avg Bars in Losers | 161 | 279 | 27 | 161 | 279 | 27 |
Bars Traded | 12660 | 11889 | 771 | 12660 | 11889 | 771 |
Profit Streak | 0 | 96.7345 | 0 | 0 | 96.7345 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168603 | 362624 | -343884 | -353106 | -42165 | -580547 |
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{ "first_band": { "type": "swma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 61, "offset": 0, "std": 4.34206 } } }
# | 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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