Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094109.5906 | 971146.4943 | 122963.0964 | 5315513.4611 | 2454172.9982 | 2861340.4629 |
Total P&L (%) | 1094.1096 | 971.1465 | 122.9631 | 5315.5135 | 2454.173 | 2861.3405 |
Avg Daily Profit (%) | 0.59 | 0.5237 | 0.0663 | 0.2155 | 0.1749 | 0.1829 |
Buy And Hold Return (%) | 189.8621 | 189.8621 | 189.8621 | 189.8621 | 189.8621 | 189.8621 |
Max Trade Drawdown | -73338 | -65892 | -85249 | -1538114 | -1077390 | -1147078 |
Profit Factor | 2.4693 | 3.6536 | 1.3247 | 1.5725 | 1.5112 | 1.6381 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 48.5981 | 44.4444 | 52.8302 | 48.5981 | 44.4444 | 52.8302 |
Ratio Avg Win / Avg Loss | 2.6118 | 4.567 | 1.1828 | 1.6632 | 1.889 | 1.4626 |
Largest Winning Trade | 484964 | 484964 | 76594 | 1789433 | 1053428 | 1789433 |
Largest Losing Trade | -43482 | -33561 | -43482 | -836217 | -593822 | -836217 |
Avg Bars in Trades | 50 | 50 | 51 | 50 | 50 | 51 |
Avg Bars in Winners | 72 | 75 | 69 | 72 | 75 | 69 |
Avg Bars in Losers | 30 | 30 | 31 | 30 | 30 | 31 |
Bars Traded | 5448 | 2714 | 2734 | 5448 | 2714 | 2734 |
Profit Streak | 0 | 0 | 144.8007 | 0 | 0 | 144.8007 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539702 | -165860 | -448240 | 387715 | -171907 | -168423 |
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{ "first_band": { "type": "wma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 52, "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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