Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1683425.6732 | 1617244.8843 | 66180.7889 | 2986888.6216 | -437571.1874 | 3424459.809 |
Total P&L (%) | 1683.4257 | 1617.2449 | 66.1808 | 2986.8886 | -437.5712 | 3424.4598 |
Avg Daily Profit (%) | 0.8953 | 0.8601 | 0.0352 | 0.1826 | 0 | 0.1896 |
Buy And Hold Return (%) | 493.6836 | 493.6836 | 493.6836 | 493.6836 | 493.6836 | 493.6836 |
Max Trade Drawdown | -157563 | -70139 | -116920 | -5629695 | -4995800 | -3437700 |
Profit Factor | 3.829 | 6.0237 | 1.2423 | 1.1472 | 0.9646 | 1.4318 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 24 | 7 | 17 | 24 | 7 | 17 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 33.8028 | 20 | 47.2222 | 33.8028 | 20 | 47.2222 |
Ratio Avg Win / Avg Loss | 7.4985 | 24.0947 | 1.3885 | 2.2466 | 3.8584 | 1.6003 |
Largest Winning Trade | 877438 | 877438 | 60474 | 3636257 | 3636257 | 2449927 |
Largest Losing Trade | -41897 | -26390 | -41897 | -1385341 | -1385341 | -1317187 |
Avg Bars in Trades | 76 | 63 | 89 | 76 | 63 | 89 |
Avg Bars in Winners | 156 | 187 | 143 | 156 | 187 | 143 |
Avg Bars in Losers | 35 | 32 | 40 | 35 | 32 | 40 |
Bars Traded | 5450 | 2234 | 3217 | 5450 | 2234 | 3217 |
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 | -80138 | -32981 | -313007 | -147803 | -629861 | 317702 |
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{ "first_band": { "type": "wma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 33, "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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