Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1372039.3512 | 1245980.9214 | 126058.4298 | 9004409.0942 | 3130946.3928 | 5873462.7014 |
Total P&L (%) | 1372.0394 | 1245.9809 | 126.0584 | 9004.4091 | 3130.9464 | 5873.4627 |
Avg Daily Profit (%) | 0.5482 | 0.4978 | 0.0504 | 0.1804 | 0.1389 | 0.1635 |
Buy And Hold Return (%) | 472.3455 | 472.3455 | 472.3455 | 472.3455 | 472.3455 | 472.3455 |
Max Trade Drawdown | -93572 | -49297 | -40917 | -5615319 | -3563070 | -2083751 |
Profit Factor | 4.5811 | 7.0103 | 1.7169 | 1.5402 | 1.2936 | 1.9781 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 39.6825 | 28.125 | 51.6129 | 39.6825 | 28.125 | 51.6129 |
Ratio Avg Win / Avg Loss | 6.9632 | 17.9151 | 1.6096 | 2.3411 | 3.3059 | 1.8545 |
Largest Winning Trade | 795930 | 795930 | 51502 | 4446529 | 4446529 | 4366519 |
Largest Losing Trade | -40917 | -22857 | -40917 | -2505556 | -2505556 | -1393103 |
Avg Bars in Trades | 76 | 72 | 80 | 76 | 72 | 80 |
Avg Bars in Winners | 142 | 169 | 128 | 142 | 169 | 128 |
Avg Bars in Losers | 32 | 34 | 30 | 32 | 34 | 30 |
Bars Traded | 4816 | 2308 | 2508 | 4816 | 2308 | 2508 |
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 | -139984 | -395 | -288010 | -144756 | -22296 | 419512 |
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{ "first_band": { "type": "pwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 14, "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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