Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 987229.4378 | 725007.6674 | 262221.7704 | 4652268.9884 | 2028087.3944 | 2624181.594 |
Total P&L (%) | 987.2294 | 725.0077 | 262.2218 | 4652.269 | 2028.0874 | 2624.1816 |
Avg Daily Profit (%) | 0.6658 | 0.489 | 0.1769 | 0.2608 | 0.2064 | 0.2231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106486 | -96545 | -51306 | -3857103 | -4275865 | -1284255 |
Profit Factor | 2.4464 | 2.8173 | 1.9246 | 1.3147 | 1.2219 | 1.465 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 56 | 20 | 36 | 56 | 20 | 36 |
Losing Trades | 88 | 52 | 36 | 88 | 52 | 36 |
Profitability (%) | 38.8889 | 27.7778 | 50 | 38.8889 | 27.7778 | 50 |
Ratio Avg Win / Avg Loss | 3.8443 | 7.3251 | 1.9246 | 2.066 | 3.177 | 1.465 |
Largest Winning Trade | 440598 | 440598 | 66926 | 4017288 | 4017288 | 1430093 |
Largest Losing Trade | -25556 | -23072 | -25556 | -1524554 | -1524554 | -1284255 |
Avg Bars in Trades | 121 | 102 | 141 | 121 | 102 | 141 |
Avg Bars in Winners | 204 | 194 | 210 | 204 | 194 | 210 |
Avg Bars in Losers | 68 | 66 | 72 | 68 | 66 | 72 |
Bars Traded | 17529 | 7345 | 10184 | 17529 | 7345 | 10184 |
Profit Streak | 26.2505 | 36.5838 | 26.2505 | 26.2505 | 36.5838 | 26.2505 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495328 | -80601 | -67838 | 249119 | -87675 | -69588 |
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 111, "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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