Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327769.5702 | 105456.4013 | 222313.1689 | -315491.8902 | 3007.069 | -318498.9592 |
Total P&L (%) | 327.7696 | 105.4564 | 222.3132 | -315.4919 | 3.0071 | -318.499 |
Avg Daily Profit (%) | 0.1976 | 0.0636 | 0.134 | 0 | 0.0018 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193755 | -98627 | -128071 | -502272 | -77308 | -498923 |
Profit Factor | 1.5178 | 1.3324 | 1.704 | 0.7195 | 1.0076 | 0.5644 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 58 | 23 | 35 | 26 | 18 | 8 |
Losing Trades | 25 | 18 | 7 | 57 | 23 | 34 |
Profitability (%) | 69.8795 | 56.0976 | 83.3333 | 31.3253 | 43.9024 | 19.0476 |
Ratio Avg Win / Avg Loss | 0.6542 | 1.0428 | 0.3408 | 1.5774 | 1.2875 | 2.3988 |
Largest Winning Trade | 68012 | 68012 | 48792 | 209663 | 87937 | 209663 |
Largest Losing Trade | -127095 | -52111 | -127095 | -188748 | -54076 | -188748 |
Avg Bars in Trades | 116 | 118 | 113 | 116 | 118 | 113 |
Avg Bars in Winners | 89 | 88 | 89 | 168 | 154 | 198 |
Avg Bars in Losers | 178 | 156 | 234 | 92 | 89 | 94 |
Bars Traded | 9634 | 4849 | 4785 | 9634 | 4849 | 4785 |
Profit Streak | 41.2217 | 41.2217 | 133.5551 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372637 | -106384 | -7958 | -586540 | -570660 | -634006 |
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{ "first_band": { "type": "wma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 137, "offset": 98 } } }
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# | 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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