Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072231.6294 | 837652.5952 | 234579.0342 | 9213219.5764 | -10715303.8304 | 19928523.4068 |
Total P&L (%) | 1072.2316 | 837.6526 | 234.579 | 9213.2196 | -10715.3038 | 19928.5234 |
Avg Daily Profit (%) | 0.4561 | 0.3563 | 0.0998 | 0.1931 | 0 | 0.2257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145596 | -92040 | -72886 | -37374353 | -25200905 | -18134428 |
Profit Factor | 2.399 | 3.1607 | 1.6194 | 1.1218 | 0.7454 | 1.594 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 37.5 | 31.25 | 43.75 | 37.5 | 31.25 | 43.75 |
Ratio Avg Win / Avg Loss | 3.9984 | 6.9535 | 2.082 | 1.8697 | 1.6399 | 2.0494 |
Largest Winning Trade | 450928 | 450928 | 66331 | 15931857 | 14594550 | 15931857 |
Largest Losing Trade | -31380 | -27312 | -31380 | -9151029 | -8130420 | -9151029 |
Avg Bars in Trades | 107 | 93 | 122 | 107 | 93 | 122 |
Avg Bars in Winners | 204 | 190 | 214 | 204 | 190 | 214 |
Avg Bars in Losers | 50 | 49 | 50 | 50 | 49 | 50 |
Bars Traded | 13821 | 5987 | 7834 | 13821 | 5987 | 7834 |
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 | 369907 | -131335 | -198581 | -81976 | -724750 | -130639 |
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 65, "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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