Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94295.3076 | 67467.4337 | 26827.8738 | 97278.3818 | 78603.1285 | 18675.2533 |
Total P&L (%) | 94.2953 | 67.4674 | 26.8279 | 97.2784 | 78.6031 | 18.6753 |
Avg Daily Profit (%) | 0.3758 | 0.2689 | 0.1069 | 0.2712 | 0.2314 | 0.0683 |
Buy And Hold Return (%) | 23.6333 | 23.6333 | 23.6333 | 23.6333 | 23.6333 | 23.6333 |
Max Trade Drawdown | -36293 | -23550 | -37450 | -66752 | -40992 | -52497 |
Profit Factor | 1.4825 | 1.8375 | 1.2335 | 1.3276 | 1.6229 | 1.1094 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 67.3913 | 63.0435 | 71.7391 | 67.3913 | 63.0435 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.7173 | 1.0772 | 0.4859 | 0.6424 | 0.9514 | 0.437 |
Largest Winning Trade | 17714 | 17714 | 12687 | 19821 | 19821 | 12997 |
Largest Losing Trade | -36293 | -13077 | -36293 | -37966 | -25675 | -37966 |
Avg Bars in Trades | 253 | 254 | 251 | 253 | 254 | 251 |
Avg Bars in Winners | 157 | 157 | 157 | 157 | 157 | 157 |
Avg Bars in Losers | 450 | 420 | 490 | 450 | 420 | 490 |
Bars Traded | 23307 | 11718 | 11589 | 23307 | 11718 | 11589 |
Profit Streak | 25.9994 | 36.6348 | 25.9994 | 25.9994 | 36.6348 | 25.9994 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332681 | 328324 | -173948 | 270448 | 256966 | -367449 |
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{ "first_band": { "type": "bbm", "factors": { "length": 61, "offset": 0, "std": 2.90244 } }, "second_band": { "type": "swma", "factors": { "length": 154, "offset": 170 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 61, "offset": 0, "std": 2.90244 } }, "second_band": { "type": "swma", "factors": { "length": 154, "offset": 170 } } }
# | 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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