Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979685.3715 | 1002598.2827 | -22912.9111 | 614348.5077 | 876843.909 | -262495.4013 |
Total P&L (%) | 979.6854 | 1002.5983 | -22.9129 | 614.3485 | 876.8439 | -262.4954 |
Avg Daily Profit (%) | 0.5385 | 0.5511 | -0.0126 | 0.1081 | 0.1254 | 0 |
Buy And Hold Return (%) | 603.4169 | 603.4169 | 603.4169 | 603.4169 | 603.4169 | 603.4169 |
Max Trade Drawdown | -142127 | -76569 | -123651 | -1192168 | -794295 | -622806 |
Profit Factor | 2.7124 | 4.6863 | 0.9237 | 1.2212 | 1.6383 | 0.8129 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 42.8571 | 45.1613 | 40.625 | 42.8571 | 45.1613 | 40.625 |
Ratio Avg Win / Avg Loss | 3.6166 | 5.6905 | 1.35 | 1.6283 | 1.9894 | 1.1881 |
Largest Winning Trade | 493495 | 493495 | 74798 | 819947 | 819947 | 304008 |
Largest Losing Trade | -34119 | -30397 | -34119 | -292428 | -292428 | -194396 |
Avg Bars in Trades | 111 | 102 | 119 | 111 | 102 | 119 |
Avg Bars in Winners | 185 | 164 | 208 | 185 | 164 | 208 |
Avg Bars in Losers | 55 | 51 | 58 | 55 | 51 | 58 |
Bars Traded | 6994 | 3177 | 3817 | 6994 | 3177 | 3817 |
Profit Streak | 0 | 163.4812 | 0 | 0 | 163.4812 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147347 | 306096 | -582789 | -361691 | -47901 | -582789 |
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{ "first_band": { "type": "swma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 4.99959 } } }
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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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