Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1596002.8753 | 1537625.3009 | 58377.5745 | 6189234.3422 | 7709295.547 | -1520061.2048 |
Total P&L (%) | 1596.0029 | 1537.6253 | 58.3776 | 6189.2343 | 7709.2955 | -1520.0612 |
Avg Daily Profit (%) | 0.813 | 0.7833 | 0.0297 | 0.2112 | 0.2222 | 0 |
Buy And Hold Return (%) | 1612.0939 | 1612.0939 | 1612.0939 | 1612.0939 | 1612.0939 | 1612.0939 |
Max Trade Drawdown | -86629 | -52264 | -86918 | -7573301 | -3066109 | -6626303 |
Profit Factor | 3.9794 | 8.353 | 1.1788 | 1.2445 | 1.9561 | 0.9119 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 60.241 | 56.0976 | 64.2857 | 60.241 | 56.0976 | 64.2857 |
Ratio Avg Win / Avg Loss | 2.6264 | 6.5372 | 0.6549 | 0.8213 | 1.5309 | 0.5066 |
Largest Winning Trade | 1128906 | 1128906 | 59990 | 3172210 | 3172210 | 2911961 |
Largest Losing Trade | -59664 | -52264 | -59664 | -4269156 | -1409770 | -4269156 |
Avg Bars in Trades | 137 | 137 | 137 | 137 | 137 | 137 |
Avg Bars in Winners | 148 | 146 | 151 | 148 | 146 | 151 |
Avg Bars in Losers | 119 | 127 | 111 | 119 | 127 | 111 |
Bars Traded | 11403 | 5649 | 5754 | 11403 | 5649 | 5754 |
Profit Streak | 418.7387 | 0 | 592.9053 | 418.7387 | 0 | 592.9053 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144640 | -143400 | -341242 | 171330 | 404735 | -577532 |
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{ "first_band": { "type": "wma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 211, "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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