Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6791823.4939 | 6914040.9166 | -122217.4227 | 75983.0942 | 949659.3309 | -873676.2367 |
Total P&L (%) | 6791.8235 | 6914.0409 | -122.2174 | 75.9831 | 949.6593 | -873.6762 |
Avg Daily Profit (%) | 3.4599 | 3.5222 | -0.0623 | 0.0288 | 0.1198 | 0 |
Buy And Hold Return (%) | 1473.6209 | 1473.6209 | 1473.6209 | 1473.6209 | 1473.6209 | 1473.6209 |
Max Trade Drawdown | -200049 | -118324 | -193602 | -2555170 | -1868773 | -1059958 |
Profit Factor | 11.3263 | 18.2311 | 0.5235 | 1.0191 | 1.3881 | 0.4325 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 32.5 | 30 | 35 | 32.5 | 30 | 35 |
Ratio Avg Win / Avg Loss | 23.5238 | 42.5392 | 0.9721 | 2.1165 | 3.2389 | 0.8032 |
Largest Winning Trade | 7006136 | 7006136 | 28451 | 2195950 | 2195950 | 257666 |
Largest Losing Trade | -52555 | -42905 | -52555 | -517444 | -517444 | -361888 |
Avg Bars in Trades | 141 | 241 | 41 | 141 | 241 | 41 |
Avg Bars in Winners | 192 | 359 | 50 | 192 | 359 | 50 |
Avg Bars in Losers | 116 | 190 | 36 | 116 | 190 | 36 |
Bars Traded | 11297 | 9642 | 1655 | 11297 | 9642 | 1655 |
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 | -8260 | 529214 | -586583 | -549218 | -204396 | -586583 |
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{ "first_band": { "type": "swma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 49, "offset": 0, "std": 3.26365 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 49, "offset": 0, "std": 3.26365 } } }
# | 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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