Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101644.3922 | 14319.3836 | 87325.0085 | 105315.2031 | 4691.8298 | 100623.3733 |
Total P&L (%) | 101.6444 | 14.3194 | 87.325 | 105.3152 | 4.6918 | 100.6234 |
Avg Daily Profit (%) | 0.3903 | 0.055 | 0.3353 | 0.2766 | 0.0176 | 0.2677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53620 | -34190 | -32749 | -76320 | -53619 | -50337 |
Profit Factor | 1.3773 | 1.0944 | 1.7416 | 1.2974 | 1.0236 | 1.6491 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 125 | 58 | 67 | 125 | 58 | 67 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 66.1376 | 61.7021 | 70.5263 | 66.1376 | 61.7021 | 70.5263 |
Ratio Avg Win / Avg Loss | 0.7052 | 0.6793 | 0.7278 | 0.6643 | 0.6353 | 0.6892 |
Largest Winning Trade | 48829 | 8524 | 48829 | 67361 | 10886 | 67361 |
Largest Losing Trade | -26286 | -17202 | -26286 | -40280 | -21522 | -40280 |
Avg Bars in Trades | 130 | 132 | 129 | 130 | 132 | 129 |
Avg Bars in Winners | 82 | 78 | 85 | 82 | 78 | 85 |
Avg Bars in Losers | 225 | 218 | 234 | 225 | 218 | 234 |
Bars Traded | 24735 | 12425 | 12309 | 24735 | 12425 | 12309 |
Profit Streak | 7.5776 | 15.338 | 7.5776 | 7.5776 | 15.338 | 7.5776 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416068 | -267776 | 437577 | 363518 | -529931 | 410344 |
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{ "first_band": { "type": "linreg", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 123, "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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