Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109349.5649 | 229709.0885 | -120359.5236 | 42214771.6059 | 10834802.7514 | 31379968.8544 |
Total P&L (%) | 109.3496 | 229.7091 | -120.3595 | 42214.7716 | 10834.8028 | 31379.9689 |
Avg Daily Profit (%) | 0.0506 | 0.1063 | -0.0557 | 0.2802 | 0.2174 | 0.2665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -515973 | -63584 | -520309 | -19630525 | -17262169 | -17242857 |
Profit Factor | 1.1237 | 2.3504 | 0.8314 | 1.5875 | 1.3732 | 1.7328 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 84 | 40 | 44 | 82 | 39 | 43 |
Losing Trades | 36 | 20 | 16 | 38 | 21 | 17 |
Profitability (%) | 70 | 66.6667 | 73.3333 | 68.3333 | 65 | 71.6667 |
Ratio Avg Win / Avg Loss | 0.4816 | 1.1752 | 0.3023 | 0.7357 | 0.7394 | 0.6851 |
Largest Winning Trade | 67889 | 67889 | 45473 | 8109873 | 6257065 | 8109873 |
Largest Losing Trade | -356934 | -19877 | -356934 | -16182257 | -7111726 | -16182257 |
Avg Bars in Trades | 105 | 47 | 163 | 105 | 47 | 163 |
Avg Bars in Winners | 87 | 37 | 133 | 97 | 38 | 151 |
Avg Bars in Losers | 147 | 68 | 247 | 122 | 64 | 194 |
Bars Traded | 12687 | 2863 | 9824 | 12687 | 2863 | 9824 |
Profit Streak | 32.8972 | 32.8972 | 117.8972 | 32.8972 | 32.8972 | 117.8972 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -207103 | -214222 | -745475 | 469536 | -159644 | -155800 |
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{ "first_band": { "type": "bbu", "factors": { "length": 59, "offset": 0, "std": 1.75408 } }, "second_band": { "type": "swma", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 59, "offset": 0, "std": 1.75408 } }, "second_band": { "type": "swma", "factors": { "length": 177, "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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