Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208037.0834 | 77260.9044 | 130776.179 | 85620.8966 | -18090.8396 | 103711.7361 |
Total P&L (%) | 208.0371 | 77.2609 | 130.7762 | 85.6209 | -18.0908 | 103.7117 |
Avg Daily Profit (%) | 0.2037 | 0.0756 | 0.128 | 0.0606 | -0.0195 | 0.0697 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105842 | -107686 | -61786 | -270261 | -242112 | -105781 |
Profit Factor | 1.4621 | 1.2906 | 1.7094 | 1.1214 | 0.9588 | 1.3897 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 61.2069 | 51.7241 | 70.6897 | 61.2069 | 51.7241 | 70.6897 |
Ratio Avg Win / Avg Loss | 0.9267 | 1.2046 | 0.7088 | 0.7108 | 0.8949 | 0.5762 |
Largest Winning Trade | 62790 | 62790 | 24892 | 79481 | 79481 | 34499 |
Largest Losing Trade | -54525 | -51258 | -54525 | -133016 | -133016 | -90761 |
Avg Bars in Trades | 49 | 71 | 26 | 49 | 71 | 26 |
Avg Bars in Winners | 28 | 31 | 26 | 28 | 31 | 26 |
Avg Bars in Losers | 81 | 113 | 27 | 81 | 113 | 27 |
Bars Traded | 5691 | 4130 | 1561 | 5691 | 4130 | 1561 |
Profit Streak | 9.7271 | 0 | 51.3938 | 9.7271 | 0 | 51.3938 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341479 | -271764 | -197753 | -198245 | -760609 | -277041 |
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{ "first_band": { "type": "bbl", "factors": { "length": 8, "offset": 0, "std": 2.80234 } }, "second_band": { "type": "swma", "factors": { "length": 221, "offset": 0 } } }
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# | 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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