Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64676.7636 | 5123.0276 | 59553.7361 | 69648.411 | 4240.4675 | 65407.9435 |
Total P&L (%) | 64.6768 | 5.123 | 59.5537 | 69.6484 | 4.2405 | 65.4079 |
Avg Daily Profit (%) | 0.2484 | 0.0197 | 0.2287 | 0.2032 | 0.0159 | 0.1934 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28333 | -11872 | -25582 | -44540 | -17098 | -38391 |
Profit Factor | 1.4974 | 1.1006 | 1.753 | 1.3671 | 1.0579 | 1.5613 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 54.7368 | 56.25 | 53.1915 | 54.7368 | 56.25 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.2383 | 0.856 | 1.5426 | 1.1305 | 0.8228 | 1.3739 |
Largest Winning Trade | 25523 | 6441 | 25523 | 27461 | 8984 | 27461 |
Largest Losing Trade | -8338 | -5846 | -8338 | -15324 | -8363 | -15324 |
Avg Bars in Trades | 250 | 31 | 472 | 250 | 31 | 472 |
Avg Bars in Winners | 329 | 35 | 647 | 329 | 35 | 647 |
Avg Bars in Losers | 153 | 27 | 274 | 153 | 27 | 274 |
Bars Traded | 23758 | 1530 | 22228 | 23758 | 1530 | 22228 |
Profit Streak | 7.8701 | 12.4951 | 0 | 7.8701 | 12.4951 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328230 | -443307 | 345336 | 297577 | -495208 | 289393 |
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{ "first_band": { "type": "swma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 79, "offset": 0, "std": 2.58417 } } }
# | 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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