Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924088.4757 | 831409.0741 | 92679.4016 | 2961199.5587 | 1172048.0582 | 1789151.5004 |
Total P&L (%) | 924.0885 | 831.4091 | 92.6794 | 2961.1996 | 1172.0481 | 1789.1515 |
Avg Daily Profit (%) | 0.4917 | 0.4424 | 0.0493 | 0.1822 | 0.1354 | 0.1565 |
Buy And Hold Return (%) | 243.4647 | 243.4647 | 243.4647 | 243.4647 | 243.4647 | 243.4647 |
Max Trade Drawdown | -101784 | -99030 | -66648 | -4193860 | -3263965 | -1688782 |
Profit Factor | 2.5635 | 3.7444 | 1.3217 | 1.1902 | 1.1382 | 1.2526 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 40 | 34 | 46 | 40 | 34 | 46 |
Ratio Avg Win / Avg Loss | 3.8453 | 7.2686 | 1.5516 | 1.7853 | 2.2094 | 1.4704 |
Largest Winning Trade | 347262 | 347262 | 55445 | 3083703 | 3083703 | 1542245 |
Largest Losing Trade | -38598 | -35525 | -38598 | -1688782 | -1106052 | -1688782 |
Avg Bars in Trades | 110 | 136 | 85 | 110 | 136 | 85 |
Avg Bars in Winners | 158 | 211 | 118 | 158 | 211 | 118 |
Avg Bars in Losers | 78 | 96 | 56 | 78 | 96 | 56 |
Bars Traded | 11058 | 6800 | 4258 | 11058 | 6800 | 4258 |
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 | 338102 | -172036 | -473119 | -5916 | -267076 | -174151 |
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{ "first_band": { "type": "swma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 51, "offset": 241, "std": 1.1162 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 51, "offset": 241, "std": 1.1162 } } }
# | 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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