Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1921051.8884 | 1924386.9456 | -3335.0573 | 536059.0912 | 1196771.1771 | -660712.0858 |
Total P&L (%) | 1921.0519 | 1924.3869 | -3.3351 | 536.0591 | 1196.7712 | -660.7121 |
Avg Daily Profit (%) | 0.8113 | 0.8127 | -0.0014 | 0.0782 | 0.1083 | 0 |
Buy And Hold Return (%) | 496.2862 | 496.2862 | 496.2862 | 496.2862 | 496.2862 | 496.2862 |
Max Trade Drawdown | -156729 | -104620 | -115721 | -2619529 | -1965137 | -1219870 |
Profit Factor | 3.4575 | 5.8569 | 0.9913 | 1.0708 | 1.2911 | 0.8093 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 38.2979 | 38.2979 | 38.2979 | 38.2979 | 38.2979 | 38.2979 |
Ratio Avg Win / Avg Loss | 5.5704 | 9.436 | 1.5972 | 1.7251 | 2.08 | 1.3038 |
Largest Winning Trade | 1590269 | 1590269 | 62517 | 1960075 | 1960075 | 442348 |
Largest Losing Trade | -67406 | -35290 | -67406 | -941587 | -941587 | -612558 |
Avg Bars in Trades | 72 | 91 | 54 | 72 | 91 | 54 |
Avg Bars in Winners | 108 | 132 | 85 | 108 | 132 | 85 |
Avg Bars in Losers | 50 | 65 | 35 | 50 | 65 | 35 |
Bars Traded | 6837 | 4287 | 2550 | 6837 | 4287 | 2550 |
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 | 473452 | 532782 | -582469 | -374900 | -55503 | -583581 |
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{ "first_band": { "type": "swma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 1.59737 } } }
# | 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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