Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199010.8782 | 136149.7176 | 62861.1607 | 237572.2168 | 240506.8599 | -2934.6432 |
Total P&L (%) | 199.0109 | 136.1497 | 62.8612 | 237.5722 | 240.5069 | -2.9346 |
Avg Daily Profit (%) | 0.3821 | 0.2614 | 0.1207 | 0.2339 | 0.2355 | -0.0057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69131 | -38131 | -53648 | -373819 | -147946 | -281611 |
Profit Factor | 1.3161 | 1.4048 | 1.2143 | 1.1212 | 1.2235 | 0.9967 |
Total Trades | 363 | 181 | 182 | 363 | 181 | 182 |
Winning Trades | 166 | 77 | 89 | 166 | 77 | 89 |
Losing Trades | 197 | 104 | 93 | 197 | 104 | 93 |
Profitability (%) | 45.73 | 42.5414 | 48.9011 | 45.73 | 42.5414 | 48.9011 |
Ratio Avg Win / Avg Loss | 1.5619 | 1.8974 | 1.2689 | 1.3306 | 1.6525 | 1.0415 |
Largest Winning Trade | 58101 | 58101 | 26813 | 192686 | 192686 | 55847 |
Largest Losing Trade | -18638 | -16810 | -18638 | -70144 | -70144 | -61488 |
Avg Bars in Trades | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Winners | 82 | 84 | 80 | 82 | 84 | 80 |
Avg Bars in Losers | 56 | 53 | 59 | 56 | 53 | 59 |
Bars Traded | 24871 | 12147 | 12724 | 24871 | 12147 | 12724 |
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 | 365009 | 248560 | -33395 | -79603 | 200701 | -579709 |
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{ "first_band": { "type": "wma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 102, "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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