Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1388300.7962 | 1362907.1184 | 25393.6778 | 1138468.4769 | 1543837.0197 | -405368.5428 |
Total P&L (%) | 1388.3008 | 1362.9071 | 25.3937 | 1138.4685 | 1543.837 | -405.3685 |
Avg Daily Profit (%) | 0.7628 | 0.7489 | 0.014 | 0.1384 | 0.1539 | 0 |
Buy And Hold Return (%) | 634.8407 | 634.8407 | 634.8407 | 634.8407 | 634.8407 | 634.8407 |
Max Trade Drawdown | -153516 | -122632 | -61748 | -5209900 | -3991496 | -2273594 |
Profit Factor | 2.4328 | 3.4052 | 1.0631 | 1.0428 | 1.0967 | 0.9619 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 99 | 38 | 61 | 99 | 38 | 61 |
Losing Trades | 164 | 93 | 71 | 164 | 93 | 71 |
Profitability (%) | 37.6426 | 29.0076 | 46.2121 | 37.6426 | 29.0076 | 46.2121 |
Ratio Avg Win / Avg Loss | 4.0301 | 8.3339 | 1.2374 | 1.7275 | 2.684 | 1.1196 |
Largest Winning Trade | 937399 | 937399 | 53241 | 4720887 | 4720887 | 1499574 |
Largest Losing Trade | -30275 | -30275 | -19240 | -1306724 | -1306724 | -907300 |
Avg Bars in Trades | 80 | 98 | 62 | 80 | 98 | 62 |
Avg Bars in Winners | 136 | 223 | 82 | 136 | 223 | 82 |
Avg Bars in Losers | 46 | 47 | 46 | 46 | 47 | 46 |
Bars Traded | 21178 | 12878 | 8300 | 21178 | 12878 | 8300 |
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 | 302779 | 35019 | -492746 | -191940 | -121793 | -580788 |
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{ "first_band": { "type": "swma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 199, "offset": 0, "std": 2.4334 } } }
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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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