Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1325700.1205 | 1241400.8137 | 84299.3068 | 4032883.1388 | 559231.7643 | 3473651.3745 |
Total P&L (%) | 1325.7001 | 1241.4008 | 84.2993 | 4032.8831 | 559.2318 | 3473.6514 |
Avg Daily Profit (%) | 0.7037 | 0.6589 | 0.0447 | 0.1977 | 0.1002 | 0.19 |
Buy And Hold Return (%) | 286.1386 | 286.1386 | 286.1386 | 286.1386 | 286.1386 | 286.1386 |
Max Trade Drawdown | -114651 | -111336 | -63706 | -7596340 | -7017514 | -3377001 |
Profit Factor | 2.6995 | 4.1408 | 1.2191 | 1.1188 | 1.0317 | 1.2133 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 32.5203 | 20.9677 | 44.2623 | 32.5203 | 20.9677 | 44.2623 |
Ratio Avg Win / Avg Loss | 5.6014 | 15.6077 | 1.5351 | 2.3216 | 3.8886 | 1.5278 |
Largest Winning Trade | 544760 | 544760 | 51243 | 5520820 | 5520820 | 3298713 |
Largest Losing Trade | -26729 | -22948 | -26729 | -2569902 | -1616628 | -2569902 |
Avg Bars in Trades | 29 | 26 | 33 | 29 | 26 | 33 |
Avg Bars in Winners | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 3678 | 1622 | 2056 | 3678 | 1622 | 2056 |
Profit Streak | 0 | 0 | 34.3889 | 0 | 0 | 34.3889 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347023 | -184563 | -461593 | -86878 | -452381 | -154752 |
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{ "first_band": { "type": "wma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 18, "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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