Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1192698.2833 | 1151738.7293 | 40959.5541 | 2196848.2882 | 1908173.6431 | 288674.6451 |
Total P&L (%) | 1192.6983 | 1151.7387 | 40.9596 | 2196.8483 | 1908.1736 | 288.6746 |
Avg Daily Profit (%) | 0.6569 | 0.6343 | 0.0226 | 0.1728 | 0.1653 | 0.0748 |
Buy And Hold Return (%) | 604.3312 | 604.3312 | 604.3312 | 604.3312 | 604.3312 | 604.3312 |
Max Trade Drawdown | -147754 | -76904 | -103630 | -1973223 | -1203473 | -1143524 |
Profit Factor | 3.306 | 5.5405 | 1.1554 | 1.3639 | 1.6622 | 1.0915 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 40.5063 | 43.5897 | 37.5 | 40.5063 | 43.5897 | 37.5 |
Ratio Avg Win / Avg Loss | 4.8557 | 7.17 | 1.9257 | 2.0033 | 2.1511 | 1.8192 |
Largest Winning Trade | 605527 | 605527 | 72771 | 1329085 | 1329085 | 1137266 |
Largest Losing Trade | -54693 | -30326 | -54693 | -726594 | -726594 | -599693 |
Avg Bars in Trades | 89 | 83 | 94 | 89 | 83 | 94 |
Avg Bars in Winners | 150 | 132 | 171 | 150 | 132 | 171 |
Avg Bars in Losers | 47 | 44 | 49 | 47 | 44 | 49 |
Bars Traded | 7036 | 3241 | 3795 | 7036 | 3241 | 3795 |
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 | -23771 | 358269 | -381799 | -28125 | 196076 | -382465 |
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{ "first_band": { "type": "bbm", "factors": { "length": 133, "offset": 0, "std": 4.67431 } }, "second_band": { "type": "swma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 133, "offset": 0, "std": 4.67431 } }, "second_band": { "type": "swma", "factors": { "length": 24, "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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