Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149188.2614 | 68664.2332 | 80524.0282 | 213880.0417 | 136622.9205 | 77257.1212 |
Total P&L (%) | 149.1883 | 68.6642 | 80.524 | 213.88 | 136.6229 | 77.2571 |
Avg Daily Profit (%) | 0.5729 | 0.2637 | 0.3092 | 0.4402 | 0.3313 | 0.2201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68633 | -37428 | -48908 | -245908 | -132123 | -171587 |
Profit Factor | 1.2501 | 1.2302 | 1.2699 | 1.121 | 1.1593 | 1.0849 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 202 | 102 | 100 | 202 | 102 | 100 |
Losing Trades | 272 | 135 | 137 | 272 | 135 | 137 |
Profitability (%) | 42.616 | 43.038 | 42.1941 | 42.616 | 43.038 | 42.1941 |
Ratio Avg Win / Avg Loss | 1.6832 | 1.6283 | 1.7397 | 1.5095 | 1.5344 | 1.4863 |
Largest Winning Trade | 17877 | 17877 | 16066 | 43618 | 43597 | 43618 |
Largest Losing Trade | -12246 | -12246 | -11517 | -54848 | -31966 | -54848 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 71 | 72 | 69 | 71 | 72 | 69 |
Avg Bars in Losers | 38 | 38 | 37 | 38 | 38 | 37 |
Bars Traded | 24737 | 12626 | 12111 | 24737 | 12626 | 12111 |
Profit Streak | 4.7474 | 4.7474 | 5.2161 | 4.7474 | 4.7474 | 5.2161 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408699 | 229393 | 267250 | -76954 | -37874 | -121461 |
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{ "first_band": { "type": "swma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 99, "offset": 0, "std": 1.47177 } } }
# | 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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