Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819512.4339 | 775852.6951 | 43659.7388 | 748420.954 | -50031.3194 | 798452.2734 |
Total P&L (%) | 819.5124 | 775.8527 | 43.6597 | 748.421 | -50.0313 | 798.4523 |
Avg Daily Profit (%) | 0.3935 | 0.3725 | 0.021 | 0.1027 | -0.0333 | 0.1055 |
Buy And Hold Return (%) | 235.8697 | 235.8697 | 235.8697 | 235.8697 | 235.8697 | 235.8697 |
Max Trade Drawdown | -104279 | -104236 | -68163 | -4123284 | -3963919 | -1273731 |
Profit Factor | 1.7768 | 2.064 | 1.134 | 1.0426 | 0.996 | 1.1592 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 102 | 47 | 55 | 102 | 47 | 55 |
Losing Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Profitability (%) | 43.4043 | 40.1709 | 46.6102 | 43.4043 | 40.1709 | 46.6102 |
Ratio Avg Win / Avg Loss | 2.3168 | 3.074 | 1.2989 | 1.3594 | 1.4834 | 1.3278 |
Largest Winning Trade | 321308 | 321308 | 35625 | 1478015 | 1478015 | 522338 |
Largest Losing Trade | -42225 | -42225 | -22889 | -1470075 | -1470075 | -473163 |
Avg Bars in Trades | 104 | 185 | 24 | 104 | 185 | 24 |
Avg Bars in Winners | 139 | 268 | 29 | 139 | 268 | 29 |
Avg Bars in Losers | 77 | 129 | 20 | 77 | 129 | 20 |
Bars Traded | 24565 | 21659 | 2906 | 24565 | 21659 | 2906 |
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 | 325301 | 234586 | -405046 | -233433 | -583176 | -101206 |
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{ "first_band": { "type": "swma", "factors": { "length": 140, "offset": 12 } }, "second_band": { "type": "bbu", "factors": { "length": 157, "offset": 0, "std": 3.7557 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 140, "offset": 12 } }, "second_band": { "type": "bbu", "factors": { "length": 157, "offset": 0, "std": 3.7557 } } }
# | 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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