Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -171743.64 | 450549.5578 | -622293.1978 | 26255189.4172 | -7251747.2391 | 33506936.6564 |
Total P&L (%) | -171.7436 | 450.5496 | -622.2932 | 26255.1894 | -7251.7472 | 33506.9367 |
Avg Daily Profit (%) | -0.0756 | 0.1982 | -0.2738 | 0.2455 | 0 | 0.2563 |
Buy And Hold Return (%) | 9194.8101 | 9194.8101 | 9194.8101 | 9194.8101 | 9194.8101 | 9194.8101 |
Max Trade Drawdown | -569362 | -60181 | -721769 | -22722896 | -14559880 | -10369487 |
Profit Factor | 0.8444 | 3.7832 | 0.3395 | 1.7773 | 0.664 | 3.7471 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 36 | 18 | 18 | 32 | 16 | 16 |
Losing Trades | 21 | 10 | 11 | 25 | 12 | 13 |
Profitability (%) | 63.1579 | 64.2857 | 62.069 | 56.1404 | 57.1429 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.4926 | 2.1018 | 0.2075 | 1.3885 | 0.498 | 3.0445 |
Largest Winning Trade | 113528 | 113528 | 37981 | 34056179 | 6199281 | 34056179 |
Largest Losing Trade | -285275 | -22934 | -285275 | -8082463 | -8082463 | -4298879 |
Avg Bars in Trades | 74 | 82 | 67 | 74 | 82 | 67 |
Avg Bars in Winners | 72 | 72 | 72 | 75 | 80 | 70 |
Avg Bars in Losers | 78 | 101 | 58 | 73 | 85 | 63 |
Bars Traded | 4259 | 2311 | 1948 | 4259 | 2311 | 1948 |
Profit Streak | 128.4693 | 128.4693 | 262.9693 | 128.4693 | 128.4693 | 262.9693 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757220 | -169905 | -577917 | -169905 | -600340 | 533619 |
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{ "first_band": { "type": "swma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 107, "offset": 0, "std": 2.20435 } } }
# | 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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