Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186869.9906 | 1180544.1307 | 6325.8599 | 328345.3553 | 759446.3177 | -431100.9624 |
Total P&L (%) | 1186.87 | 1180.5441 | 6.3259 | 328.3454 | 759.4463 | -431.101 |
Avg Daily Profit (%) | 0.6322 | 0.6288 | 0.0034 | 0.0775 | 0.1147 | 0 |
Buy And Hold Return (%) | 250.7653 | 250.7653 | 250.7653 | 250.7653 | 250.7653 | 250.7653 |
Max Trade Drawdown | -182699 | -151303 | -85282 | -2584754 | -1737145 | -1131610 |
Profit Factor | 2.7414 | 4.0691 | 1.0213 | 1.0577 | 1.2559 | 0.8414 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 40.5405 | 36.3636 | 44.6429 | 40.5405 | 36.3636 | 44.6429 |
Ratio Avg Win / Avg Loss | 4.0207 | 7.121 | 1.2664 | 1.5514 | 2.1979 | 1.0434 |
Largest Winning Trade | 959905 | 959905 | 32622 | 1584568 | 1584568 | 366203 |
Largest Losing Trade | -34492 | -32688 | -34492 | -802802 | -423826 | -802802 |
Avg Bars in Trades | 46 | 62 | 30 | 46 | 62 | 30 |
Avg Bars in Winners | 65 | 98 | 39 | 65 | 98 | 39 |
Avg Bars in Losers | 33 | 42 | 24 | 33 | 42 | 24 |
Bars Traded | 5171 | 3440 | 1731 | 5171 | 3440 | 1731 |
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 | 432304 | -168413 | -733321 | -318255 | -227319 | -761250 |
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{ "first_band": { "type": "swma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 4.86239 } } }
# | 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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