Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111175.0463 | 1105119.7794 | 6055.2669 | 17300.3228 | 253923.7882 | -236623.4654 |
Total P&L (%) | 1111.175 | 1105.1198 | 6.0553 | 17.3003 | 253.9238 | -236.6235 |
Avg Daily Profit (%) | 0.4679 | 0.4653 | 0.0026 | 0.0067 | 0.0532 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215922 | -166370 | -119184 | -3864605 | -2996725 | -1369696 |
Profit Factor | 2.048 | 3.1073 | 1.0113 | 1.0022 | 1.0583 | 0.935 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 38.4 | 38.0952 | 38.7097 | 38.4 | 38.0952 | 38.7097 |
Ratio Avg Win / Avg Loss | 3.2853 | 5.0493 | 1.6012 | 1.6076 | 1.7197 | 1.4804 |
Largest Winning Trade | 928262 | 928262 | 66374 | 1951257 | 1951257 | 754268 |
Largest Losing Trade | -45276 | -42790 | -45276 | -1167539 | -852171 | -1167539 |
Avg Bars in Trades | 111 | 97 | 125 | 111 | 97 | 125 |
Avg Bars in Winners | 190 | 175 | 205 | 190 | 175 | 205 |
Avg Bars in Losers | 62 | 49 | 75 | 62 | 49 | 75 |
Bars Traded | 13926 | 6145 | 7781 | 13926 | 6145 | 7781 |
Profit Streak | 0 | 0 | 15.1937 | 0 | 0 | 15.1937 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361463 | -135345 | -720435 | -413751 | -428703 | -737375 |
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{ "first_band": { "type": "bbm", "factors": { "length": 237, "offset": 0, "std": 1.76769 } }, "second_band": { "type": "swma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 237, "offset": 0, "std": 1.76769 } }, "second_band": { "type": "swma", "factors": { "length": 39, "offset": 0 } } }
# | 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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