Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153454.0175 | -4552.2849 | 158006.3024 | 172182.864 | -4818.0835 | 177000.9476 |
Total P&L (%) | 153.454 | -4.5523 | 158.0063 | 172.1829 | -4.8181 | 177.0009 |
Avg Daily Profit (%) | 0.2946 | -0.0087 | 0.3034 | 0.1924 | -0.0095 | 0.1958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60447 | -16964 | -60964 | -357573 | -25020 | -354140 |
Profit Factor | 1.9451 | 0.9027 | 2.3672 | 1.2751 | 0.9535 | 1.3389 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 39 | 13 | 26 | 39 | 13 | 26 |
Losing Trades | 30 | 22 | 8 | 30 | 22 | 8 |
Profitability (%) | 56.5217 | 37.1429 | 76.4706 | 56.5217 | 37.1429 | 76.4706 |
Ratio Avg Win / Avg Loss | 1.4962 | 1.5277 | 0.7284 | 0.9808 | 1.6137 | 0.412 |
Largest Winning Trade | 25119 | 7660 | 25119 | 82501 | 22271 | 82501 |
Largest Losing Trade | -46564 | -9160 | -46564 | -260420 | -14320 | -260420 |
Avg Bars in Trades | 340 | 26 | 664 | 340 | 26 | 664 |
Avg Bars in Winners | 469 | 27 | 689 | 469 | 27 | 689 |
Avg Bars in Losers | 174 | 26 | 580 | 174 | 26 | 580 |
Bars Traded | 23525 | 944 | 22581 | 23525 | 944 | 22581 |
Profit Streak | 0 | 0 | 52.256 | 0 | 0 | 52.256 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94710 | -583300 | 521692 | -99901 | -583300 | 377861 |
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{ "first_band": { "type": "bbu", "factors": { "length": 224, "offset": 0, "std": 2.25663 } }, "second_band": { "type": "swma", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 224, "offset": 0, "std": 2.25663 } }, "second_band": { "type": "swma", "factors": { "length": 210, "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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