Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636529.7339 | 594992.569 | 41537.1649 | 737484.8734 | 1841976.5188 | -1104491.6454 |
Total P&L (%) | 636.5297 | 594.9926 | 41.5372 | 737.4849 | 1841.9765 | -1104.4916 |
Avg Daily Profit (%) | 0.2541 | 0.2375 | 0.0166 | 0.0849 | 0.1185 | 0 |
Buy And Hold Return (%) | 243.6834 | 243.6834 | 243.6834 | 243.6834 | 243.6834 | 243.6834 |
Max Trade Drawdown | -198769 | -118117 | -102164 | -5081001 | -2931538 | -2478041 |
Profit Factor | 1.8008 | 2.2233 | 1.1346 | 1.0575 | 1.2318 | 0.7734 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 49.7797 | 46.0177 | 53.5088 | 49.7797 | 46.0177 | 53.5088 |
Ratio Avg Win / Avg Loss | 1.8167 | 2.6081 | 0.9858 | 1.0669 | 1.4449 | 0.6719 |
Largest Winning Trade | 347868 | 347868 | 28800 | 4440454 | 4440454 | 369899 |
Largest Losing Trade | -27458 | -27458 | -23679 | -1163160 | -1163160 | -945539 |
Avg Bars in Trades | 42 | 66 | 19 | 42 | 66 | 19 |
Avg Bars in Winners | 54 | 94 | 21 | 54 | 94 | 21 |
Avg Bars in Losers | 30 | 42 | 16 | 30 | 42 | 16 |
Bars Traded | 9715 | 7504 | 2210 | 9715 | 7504 | 2210 |
Profit Streak | 0 | 106.3933 | 0 | 0 | 106.3933 | 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 | 344254 | 280836 | -410079 | -238450 | -35571 | -580296 |
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{ "first_band": { "type": "swma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 4.03288 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 4.03288 } } }
# | 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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