Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2814060.4589 | 2668747.7018 | 145312.7571 | 4010897.4936 | 203265.311 | 3807632.1826 |
Total P&L (%) | 2814.0605 | 2668.7477 | 145.3128 | 4010.8975 | 203.2653 | 3807.6322 |
Avg Daily Profit (%) | 1.2133 | 1.1507 | 0.0627 | 0.1604 | 0.0478 | 0.1582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114214 | -115899 | -61094 | -6020117 | -4622689 | -2833921 |
Profit Factor | 4.5991 | 7.1299 | 1.4194 | 1.2026 | 1.0167 | 1.4974 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 32.381 | 24.5283 | 40.3846 | 32.381 | 24.5283 | 40.3846 |
Ratio Avg Win / Avg Loss | 9.604 | 21.938 | 2.0952 | 2.5112 | 3.1284 | 2.2105 |
Largest Winning Trade | 2345953 | 2345953 | 82598 | 3004870 | 3004870 | 2053481 |
Largest Losing Trade | -30311 | -27749 | -30311 | -1447900 | -1447900 | -1321394 |
Avg Bars in Trades | 85 | 78 | 92 | 85 | 78 | 92 |
Avg Bars in Winners | 170 | 192 | 156 | 170 | 192 | 156 |
Avg Bars in Losers | 44 | 40 | 48 | 44 | 40 | 48 |
Bars Traded | 8932 | 4134 | 4798 | 8932 | 4134 | 4798 |
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 | 520314 | -190228 | -291136 | 62132 | -542243 | -173712 |
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{ "first_band": { "type": "pwma", "factors": { "length": 69, "offset": 48 } }, "second_band": { "type": "linreg", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 69, "offset": 48 } }, "second_band": { "type": "linreg", "factors": { "length": 53, "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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