Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70871.9367 | 36087.4519 | 34784.4849 | 81722.7091 | 30268.0219 | 51454.6872 |
Total P&L (%) | 70.8719 | 36.0875 | 34.7845 | 81.7227 | 30.268 | 51.4547 |
Avg Daily Profit (%) | 0.1544 | 0.0786 | 0.0758 | 0.1302 | 0.0576 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32204 | -25847 | -20961 | -57478 | -57360 | -26114 |
Profit Factor | 1.3343 | 1.3307 | 1.3382 | 1.2632 | 1.1803 | 1.3607 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 318 | 162 | 156 | 318 | 162 | 156 |
Losing Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Profitability (%) | 75.3555 | 76.7773 | 73.9336 | 75.3555 | 76.7773 | 73.9336 |
Ratio Avg Win / Avg Loss | 0.4364 | 0.4025 | 0.4718 | 0.4131 | 0.357 | 0.4797 |
Largest Winning Trade | 5731 | 4179 | 5731 | 8071 | 8071 | 7212 |
Largest Losing Trade | -24883 | -24883 | -18861 | -55701 | -55701 | -23899 |
Avg Bars in Trades | 25 | 24 | 25 | 25 | 24 | 25 |
Avg Bars in Winners | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Losers | 61 | 61 | 62 | 61 | 61 | 62 |
Bars Traded | 10698 | 5248 | 5450 | 10698 | 5248 | 5450 |
Profit Streak | 594.6333 | 600.6749 | 594.6333 | 594.6333 | 600.6749 | 594.6333 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439693 | -87191 | -91692 | -14665 | -138445 | -70512 |
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{ "first_band": { "type": "wma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 223, "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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