Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722252.3391 | 720653.6632 | 1598.676 | 229699.1253 | 601051.6793 | -371352.554 |
Total P&L (%) | 722.2523 | 720.6537 | 1.5987 | 229.6991 | 601.0517 | -371.3526 |
Avg Daily Profit (%) | 0.3925 | 0.3917 | 0.0009 | 0.0649 | 0.1059 | 0 |
Buy And Hold Return (%) | 122.6253 | 122.6253 | 122.6253 | 122.6253 | 122.6253 | 122.6253 |
Max Trade Drawdown | -96350 | -87482 | -76688 | -931213 | -717767 | -731844 |
Profit Factor | 2.2029 | 3.4376 | 1.0052 | 1.0535 | 1.2917 | 0.8336 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 36.4706 | 34.8837 | 38.0952 | 36.4706 | 34.8837 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.8372 | 6.4168 | 1.6335 | 1.8352 | 2.4112 | 1.3545 |
Largest Winning Trade | 634643 | 634643 | 48426 | 704598 | 704598 | 329838 |
Largest Losing Trade | -51806 | -26680 | -51806 | -343248 | -260925 | -343248 |
Avg Bars in Trades | 61 | 59 | 63 | 61 | 59 | 63 |
Avg Bars in Winners | 111 | 115 | 107 | 111 | 115 | 107 |
Avg Bars in Losers | 33 | 29 | 37 | 33 | 29 | 37 |
Bars Traded | 5242 | 2558 | 2684 | 5242 | 2558 | 2684 |
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 | 291622 | 348262 | -575658 | -279636 | -57301 | -583697 |
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{ "first_band": { "type": "wma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 63, "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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