Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367505.9922 | 222233.5126 | 145272.4797 | -29898.0813 | 853139.3897 | -883037.471 |
Total P&L (%) | 367.506 | 222.2335 | 145.2725 | -29.8981 | 853.1394 | -883.0375 |
Avg Daily Profit (%) | 0.1874 | 0.1133 | 0.0741 | -0.0181 | 0.115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176792 | -107597 | -129770 | -2790201 | -1285909 | -2728156 |
Profit Factor | 1.384 | 1.4657 | 1.3027 | 0.997 | 1.1986 | 0.8406 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 56.8548 | 54.8387 | 58.871 | 56.8548 | 54.8387 | 58.871 |
Ratio Avg Win / Avg Loss | 1.0503 | 1.2071 | 0.9101 | 0.7566 | 0.9871 | 0.5873 |
Largest Winning Trade | 62688 | 62688 | 55570 | 438680 | 438680 | 402407 |
Largest Losing Trade | -94768 | -43217 | -94768 | -2698426 | -518545 | -2698426 |
Avg Bars in Trades | 93 | 94 | 92 | 93 | 94 | 92 |
Avg Bars in Winners | 98 | 99 | 96 | 98 | 99 | 96 |
Avg Bars in Losers | 88 | 88 | 87 | 88 | 88 | 87 |
Bars Traded | 23278 | 11755 | 11523 | 23278 | 11755 | 11523 |
Profit Streak | 147.3556 | 206.939 | 147.3556 | 147.3556 | 206.939 | 147.3556 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405335 | -38819 | -94099 | -577629 | -40946 | -579279 |
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{ "first_band": { "type": "linreg", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "wma", "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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