Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1468765.1605 | 1528698.9204 | -59933.76 | -54452.8265 | 18358.1044 | -72810.931 |
Total P&L (%) | 1468.7652 | 1528.6989 | -59.9338 | -54.4528 | 18.3581 | -72.8109 |
Avg Daily Profit (%) | 0.8186 | 0.852 | -0.0334 | -0.0438 | 0.0094 | -0.0726 |
Buy And Hold Return (%) | 285.286 | 285.286 | 285.286 | 285.286 | 285.286 | 285.286 |
Max Trade Drawdown | -406983 | -337492 | -90012 | -11596489 | -10765711 | -1246430 |
Profit Factor | 2.6694 | 3.2511 | 0.7014 | 0.9965 | 1.0014 | 0.973 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 34.6939 | 31.5068 | 37.8378 | 34.6939 | 31.5068 | 37.8378 |
Ratio Avg Win / Avg Loss | 5.0247 | 7.0677 | 1.1524 | 1.8758 | 2.177 | 1.5984 |
Largest Winning Trade | 1406409 | 1406409 | 24160 | 5979103 | 5979103 | 628940 |
Largest Losing Trade | -42646 | -42646 | -15049 | -2481294 | -2481294 | -686551 |
Avg Bars in Trades | 136 | 256 | 19 | 136 | 256 | 19 |
Avg Bars in Winners | 176 | 366 | 20 | 176 | 366 | 20 |
Avg Bars in Losers | 115 | 205 | 18 | 115 | 205 | 18 |
Bars Traded | 20113 | 18706 | 1407 | 20113 | 18706 | 1407 |
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 | 413146 | -60818 | -648021 | -583563 | -643062 | -646910 |
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{ "first_band": { "type": "swma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 45, "offset": 0, "std": 3.36762 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 45, "offset": 0, "std": 3.36762 } } }
# | 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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