Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001576.0399 | 861336.0224 | 140240.0175 | 923246.8127 | 242978.4945 | 680268.3182 |
Total P&L (%) | 1001.576 | 861.336 | 140.24 | 923.2468 | 242.9785 | 680.2683 |
Avg Daily Profit (%) | 0.4325 | 0.3719 | 0.0606 | 0.1005 | 0.0532 | 0.0888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165491 | -134193 | -191784 | -3828218 | -3358884 | -1400233 |
Profit Factor | 1.6363 | 2.0396 | 1.1881 | 1.0697 | 1.0322 | 1.1196 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 120 | 54 | 66 | 120 | 54 | 66 |
Losing Trades | 216 | 114 | 102 | 216 | 114 | 102 |
Profitability (%) | 35.7143 | 32.1429 | 39.2857 | 35.7143 | 32.1429 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.9453 | 4.3058 | 1.8362 | 1.9255 | 2.179 | 1.7303 |
Largest Winning Trade | 509482 | 509482 | 58447 | 2569013 | 2569013 | 627913 |
Largest Losing Trade | -24799 | -21695 | -24799 | -741305 | -741305 | -380426 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Losers | 22 | 19 | 24 | 22 | 19 | 24 |
Bars Traded | 13775 | 6383 | 7392 | 13775 | 6383 | 7392 |
Profit Streak | 13.1507 | 0 | 14.6507 | 13.1507 | 0 | 14.6507 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357523 | 243500 | -127824 | -204346 | -312477 | -165186 |
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{ "first_band": { "type": "wma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 24, "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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