Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2798898.7793 | 2681622.5909 | 117276.1884 | 63695847.0049 | 143615917.9912 | -79920070.9863 |
Total P&L (%) | 2798.8988 | 2681.6226 | 117.2762 | 63695.847 | 143615.918 | -79920.071 |
Avg Daily Profit (%) | 1.3697 | 1.3123 | 0.0574 | 0.3165 | 0.3564 | 0 |
Buy And Hold Return (%) | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 |
Max Trade Drawdown | -92876 | -59578 | -116105 | -79508986 | -44279624 | -133036897 |
Profit Factor | 5.2087 | 9.4235 | 1.3383 | 1.1584 | 1.868 | 0.6622 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 49.3333 | 52.6316 | 45.9459 | 49.3333 | 52.6316 | 45.9459 |
Ratio Avg Win / Avg Loss | 5.3495 | 8.4811 | 1.5745 | 1.1897 | 1.6812 | 0.7791 |
Largest Winning Trade | 1149050 | 1149050 | 77938 | 59374953 | 59374953 | 41263368 |
Largest Losing Trade | -67032 | -59578 | -67032 | -44279624 | -44279624 | -34571878 |
Avg Bars in Trades | 53 | 50 | 55 | 53 | 50 | 55 |
Avg Bars in Winners | 66 | 62 | 72 | 66 | 62 | 72 |
Avg Bars in Losers | 40 | 38 | 41 | 40 | 38 | 41 |
Bars Traded | 3990 | 1933 | 2057 | 3990 | 1933 | 2057 |
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 | -205706 | -143284 | -282206 | -98756 | 477875 | -582349 |
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 70, "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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