Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775851.6341 | 515271.8993 | 260579.7348 | 4604884.4255 | 1443315.5632 | 3161568.8622 |
Total P&L (%) | 775.8516 | 515.2719 | 260.5797 | 4604.8844 | 1443.3156 | 3161.5689 |
Avg Daily Profit (%) | 0.4422 | 0.2937 | 0.1485 | 0.2197 | 0.1561 | 0.1988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123317 | -142638 | -35142 | -976236 | -1139953 | -460784 |
Profit Factor | 2.5767 | 2.5771 | 2.5759 | 2.1618 | 1.5199 | 3.6625 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 48.2353 | 39.5349 | 57.1429 | 48.2353 | 39.5349 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.7652 | 3.9414 | 1.9319 | 2.32 | 2.3245 | 2.7469 |
Largest Winning Trade | 235155 | 235155 | 59438 | 1051363 | 994900 | 1051363 |
Largest Losing Trade | -30092 | -30092 | -27863 | -708245 | -708245 | -444338 |
Avg Bars in Trades | 241 | 218 | 265 | 241 | 218 | 265 |
Avg Bars in Winners | 336 | 331 | 339 | 336 | 331 | 339 |
Avg Bars in Losers | 153 | 144 | 166 | 153 | 144 | 166 |
Bars Traded | 20526 | 9381 | 11144 | 20526 | 9381 | 11144 |
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 | 524226 | 350403 | 399692 | 426952 | 222563 | 569196 |
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{ "first_band": { "type": "wma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 214, "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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