Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723103.0226 | 706584.8644 | 16518.1582 | 370071.8491 | 528973.5232 | -158901.6742 |
Total P&L (%) | 723.103 | 706.5849 | 16.5182 | 370.0718 | 528.9735 | -158.9017 |
Avg Daily Profit (%) | 0.3847 | 0.3759 | 0.0088 | 0.0824 | 0.0979 | 0 |
Buy And Hold Return (%) | 167.772 | 167.772 | 167.772 | 167.772 | 167.772 | 167.772 |
Max Trade Drawdown | -126053 | -139485 | -43359 | -680928 | -639994 | -205693 |
Profit Factor | 2.5887 | 3.5975 | 1.0902 | 1.1922 | 1.4502 | 0.7883 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 44.4444 | 40.8163 | 48 | 44.4444 | 40.8163 | 48 |
Ratio Avg Win / Avg Loss | 3.2359 | 5.2163 | 1.181 | 1.4902 | 2.1028 | 0.854 |
Largest Winning Trade | 656332 | 656332 | 23079 | 736088 | 736088 | 93943 |
Largest Losing Trade | -40057 | -40057 | -20246 | -321712 | -321712 | -96265 |
Avg Bars in Trades | 73 | 125 | 22 | 73 | 125 | 22 |
Avg Bars in Winners | 102 | 200 | 20 | 102 | 200 | 20 |
Avg Bars in Losers | 50 | 73 | 24 | 50 | 73 | 24 |
Bars Traded | 7274 | 6151 | 1123 | 7274 | 6151 | 1123 |
Profit Streak | 0 | 227.6037 | 0 | 0 | 227.6037 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385524 | 423783 | -648730 | -99515 | -65252 | -761333 |
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{ "first_band": { "type": "swma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 210, "offset": 209, "std": 4.81949 } } }
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# | 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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