Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5195282.2505 | 5266139.0692 | -70856.8187 | 441009.8897 | 1304761.2273 | -863751.3376 |
Total P&L (%) | 5195.2823 | 5266.1391 | -70.8568 | 441.0099 | 1304.7612 | -863.7513 |
Avg Daily Profit (%) | 2.6453 | 2.6813 | -0.0361 | 0.086 | 0.1346 | 0 |
Buy And Hold Return (%) | 2718.7221 | 2718.7221 | 2718.7221 | 2718.7221 | 2718.7221 | 2718.7221 |
Max Trade Drawdown | -138726 | -66283 | -150362 | -1232097 | -675670 | -1068142 |
Profit Factor | 11.7685 | 26.8199 | 0.7456 | 1.1249 | 2.0025 | 0.6127 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 40.678 | 43.3333 | 37.931 | 40.678 | 43.3333 | 37.931 |
Ratio Avg Win / Avg Loss | 17.1625 | 35.0721 | 1.22 | 1.6404 | 2.6186 | 1.0026 |
Largest Winning Trade | 5318413 | 5318413 | 40035 | 1740383 | 1740383 | 427434 |
Largest Losing Trade | -44667 | -38512 | -44667 | -640785 | -238149 | -640785 |
Avg Bars in Trades | 62 | 83 | 41 | 62 | 83 | 41 |
Avg Bars in Winners | 107 | 140 | 68 | 107 | 140 | 68 |
Avg Bars in Losers | 32 | 39 | 25 | 32 | 39 | 25 |
Bars Traded | 3709 | 2509 | 1200 | 3709 | 2509 | 1200 |
Profit Streak | 0 | 0 | 605.7005 | 0 | 0 | 605.7005 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167589 | 481619 | -583276 | -509382 | -177489 | -583276 |
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{ "first_band": { "type": "swma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 166, "offset": 0, "std": 2.56558 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 166, "offset": 0, "std": 2.56558 } } }
# | 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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