Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222791.0066 | 1148283.3688 | 74507.6378 | 770982.286 | 410675.2609 | 360307.0251 |
Total P&L (%) | 1222.791 | 1148.2834 | 74.5076 | 770.9823 | 410.6753 | 360.307 |
Avg Daily Profit (%) | 0.662 | 0.6217 | 0.0403 | 0.1173 | 0.0883 | 0.0827 |
Buy And Hold Return (%) | 55.7924 | 55.7924 | 55.7924 | 55.7924 | 55.7924 | 55.7924 |
Max Trade Drawdown | -172197 | -118551 | -74919 | -1094782 | -732265 | -495655 |
Profit Factor | 3.1175 | 4.8509 | 1.2668 | 1.2387 | 1.2519 | 1.2253 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 37.0787 | 31.1111 | 43.1818 | 37.0787 | 31.1111 | 43.1818 |
Ratio Avg Win / Avg Loss | 5.2903 | 10.7413 | 1.6668 | 2.1021 | 2.7721 | 1.6123 |
Largest Winning Trade | 1049387 | 1049387 | 63763 | 631509 | 631509 | 503014 |
Largest Losing Trade | -37580 | -27615 | -37580 | -259939 | -198797 | -259939 |
Avg Bars in Trades | 241 | 222 | 262 | 241 | 222 | 262 |
Avg Bars in Winners | 422 | 448 | 403 | 422 | 448 | 403 |
Avg Bars in Losers | 135 | 119 | 155 | 135 | 119 | 155 |
Bars Traded | 21535 | 9994 | 11541 | 21535 | 9994 | 11541 |
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 | 473615 | 433719 | -202041 | -40021 | -81428 | -84768 |
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 222, "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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