Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2790981.5236 | 2561199.0047 | 229782.5188 | 22417783.1626 | 4591866.1272 | 17825917.0354 |
Total P&L (%) | 2790.9815 | 2561.199 | 229.7825 | 22417.7832 | 4591.8661 | 17825.917 |
Avg Daily Profit (%) | 1.2052 | 1.106 | 0.0992 | 0.2342 | 0.1663 | 0.2243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93158 | -74601 | -57239 | -22485406 | -14071351 | -10849244 |
Profit Factor | 5.6868 | 8.9251 | 1.8438 | 1.3511 | 1.1213 | 1.686 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 44 | 36.8421 | 51.3514 | 44 | 36.8421 | 51.3514 |
Ratio Avg Win / Avg Loss | 7.2378 | 15.3001 | 1.7468 | 1.7195 | 1.9222 | 1.5972 |
Largest Winning Trade | 2152381 | 2152381 | 81231 | 11568527 | 11568527 | 9828418 |
Largest Losing Trade | -34892 | -28933 | -34892 | -6299379 | -6299379 | -5111947 |
Avg Bars in Trades | 178 | 156 | 199 | 178 | 156 | 199 |
Avg Bars in Winners | 302 | 291 | 310 | 302 | 291 | 310 |
Avg Bars in Losers | 80 | 78 | 82 | 80 | 78 | 82 |
Bars Traded | 13357 | 5964 | 7393 | 13357 | 5964 | 7393 |
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 | -41794 | 606811 | -56829 | -53774 | -83389 | 418332 |
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{ "first_band": { "type": "wma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 128, "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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