Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1897235.7924 | 1842690.8069 | 54544.9855 | 2441517.0287 | 2986328.7919 | -544811.7631 |
Total P&L (%) | 1897.2358 | 1842.6908 | 54.545 | 2441.517 | 2986.3288 | -544.8118 |
Avg Daily Profit (%) | 1.0149 | 0.9857 | 0.0292 | 0.1732 | 0.1836 | 0 |
Buy And Hold Return (%) | 514.0951 | 514.0951 | 514.0951 | 514.0951 | 514.0951 | 514.0951 |
Max Trade Drawdown | -130026 | -147104 | -62580 | -6957128 | -5846780 | -3418927 |
Profit Factor | 4.6324 | 7.0102 | 1.2529 | 1.1536 | 1.3248 | 0.9187 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 37.5 | 31.25 | 43.75 | 37.5 | 31.25 | 43.75 |
Ratio Avg Win / Avg Loss | 7.7207 | 15.4223 | 1.6108 | 1.9227 | 2.9147 | 1.1811 |
Largest Winning Trade | 1403735 | 1403735 | 61328 | 6787984 | 6787984 | 1120845 |
Largest Losing Trade | -33006 | -33006 | -32285 | -2675358 | -1449936 | -2675358 |
Avg Bars in Trades | 84 | 74 | 94 | 84 | 74 | 94 |
Avg Bars in Winners | 147 | 152 | 143 | 147 | 152 | 143 |
Avg Bars in Losers | 46 | 39 | 56 | 46 | 39 | 56 |
Bars Traded | 5406 | 2386 | 3020 | 5406 | 2386 | 3020 |
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 | -130258 | 429831 | -321234 | -192805 | 40557 | -581574 |
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{ "first_band": { "type": "swma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 41, "offset": 0, "std": 2.71393 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 41, "offset": 0, "std": 2.71393 } } }
# | 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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