Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342120.8318 | 357109.9929 | -14989.1611 | -75380.5843 | 1585238.7818 | -1660619.366 |
Total P&L (%) | 342.1208 | 357.11 | -14.9892 | -75.3806 | 1585.2388 | -1660.6194 |
Avg Daily Profit (%) | 0.1731 | 0.1807 | -0.0076 | -0.0709 | 0.143 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273109 | -172333 | -127637 | -2845994 | -808782 | -2139344 |
Profit Factor | 1.4929 | 2.0575 | 0.9579 | 0.9852 | 1.9666 | 0.5184 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 41.25 | 42.5 | 40 | 41.25 | 42.5 | 40 |
Ratio Avg Win / Avg Loss | 2.1263 | 2.7837 | 1.4369 | 1.4031 | 2.6606 | 0.7776 |
Largest Winning Trade | 152436 | 152436 | 59364 | 1066364 | 1023625 | 1066364 |
Largest Losing Trade | -89632 | -54864 | -89632 | -2139344 | -533214 | -2139344 |
Avg Bars in Trades | 145 | 136 | 153 | 145 | 136 | 153 |
Avg Bars in Winners | 239 | 220 | 261 | 239 | 220 | 261 |
Avg Bars in Losers | 79 | 75 | 82 | 79 | 75 | 82 |
Bars Traded | 11636 | 5478 | 6158 | 11636 | 5478 | 6158 |
Profit Streak | 0 | 0 | 590.3114 | 0 | 0 | 590.3114 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17415 | 305245 | -582388 | -606291 | -819 | -584055 |
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{ "first_band": { "type": "wma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 129, "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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