Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136239.7544 | 86330.188 | 49909.5664 | 158550.7661 | 104198.9659 | 54351.8002 |
Total P&L (%) | 136.2398 | 86.3302 | 49.9096 | 158.5508 | 104.199 | 54.3518 |
Avg Daily Profit (%) | 0.5116 | 0.3242 | 0.1874 | 0.3573 | 0.2684 | 0.1631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36716 | -41860 | -46637 | -75474 | -41353 | -78260 |
Profit Factor | 1.5455 | 1.8545 | 1.3356 | 1.5093 | 1.8785 | 1.2821 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 42.3077 | 38.4615 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.1076 | 2.9672 | 1.5583 | 2.0582 | 3.0056 | 1.4958 |
Largest Winning Trade | 40656 | 40656 | 26699 | 66714 | 66714 | 43605 |
Largest Losing Trade | -17820 | -7999 | -17820 | -34820 | -16136 | -34820 |
Avg Bars in Trades | 119 | 123 | 115 | 119 | 123 | 115 |
Avg Bars in Winners | 185 | 188 | 184 | 185 | 188 | 184 |
Avg Bars in Losers | 71 | 83 | 57 | 71 | 83 | 57 |
Bars Traded | 12459 | 6429 | 6030 | 12459 | 6429 | 6030 |
Profit Streak | 290.9509 | 290.9509 | 292.7426 | 290.9509 | 290.9509 | 292.7426 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368505 | -173129 | -174374 | 313076 | -173559 | -175722 |
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{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 123, "offset": 0 } } }
# | 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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