Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1201048.195 | 1104324.3481 | 96723.847 | 4693967.5012 | 1340455.67 | 3353511.8312 |
Total P&L (%) | 1201.0482 | 1104.3243 | 96.7238 | 4693.9675 | 1340.4557 | 3353.5118 |
Avg Daily Profit (%) | 0.4798 | 0.4412 | 0.0386 | 0.1547 | 0.1066 | 0.1416 |
Buy And Hold Return (%) | 320.1255 | 320.1255 | 320.1255 | 320.1255 | 320.1255 | 320.1255 |
Max Trade Drawdown | -84040 | -52864 | -52533 | -5099278 | -3250878 | -3836889 |
Profit Factor | 3.6335 | 6.2768 | 1.3919 | 1.2704 | 1.1392 | 1.4338 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 47.541 | 45.1613 | 50 | 47.541 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 4.0094 | 7.6218 | 1.3919 | 1.4018 | 1.3833 | 1.4338 |
Largest Winning Trade | 683527 | 683527 | 55784 | 3000356 | 3000356 | 2620569 |
Largest Losing Trade | -37839 | -36992 | -37839 | -2215985 | -1612527 | -2215985 |
Avg Bars in Trades | 159 | 143 | 176 | 159 | 143 | 176 |
Avg Bars in Winners | 249 | 237 | 260 | 249 | 237 | 260 |
Avg Bars in Losers | 78 | 66 | 92 | 78 | 66 | 92 |
Bars Traded | 9739 | 4448 | 5291 | 9739 | 4448 | 5291 |
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 | -152176 | 503801 | -306461 | -159402 | -121618 | -2723 |
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{ "first_band": { "type": "wma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 108, "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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