Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206313.7987 | 987078.09 | 219235.7087 | 87744052.4937 | 96680710.4793 | -8936657.9856 |
Total P&L (%) | 1206.3138 | 987.0781 | 219.2357 | 87744.0525 | 96680.7105 | -8936.658 |
Avg Daily Profit (%) | 0.4822 | 0.3946 | 0.0876 | 0.2713 | 0.2752 | 0 |
Buy And Hold Return (%) | 693.6724 | 693.6724 | 693.6724 | 693.6724 | 693.6724 | 693.6724 |
Max Trade Drawdown | -75333 | -48280 | -55933 | -61065914 | -38770701 | -35363991 |
Profit Factor | 3.2244 | 4.16 | 1.9534 | 1.4949 | 1.9112 | 0.8745 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 51.6949 | 47.4576 | 55.9322 | 51.6949 | 47.4576 | 55.9322 |
Ratio Avg Win / Avg Loss | 3.013 | 4.6057 | 1.5391 | 1.3969 | 2.116 | 0.689 |
Largest Winning Trade | 304169 | 304169 | 60915 | 81704046 | 81704046 | 14220040 |
Largest Losing Trade | -42555 | -42555 | -25262 | -24983507 | -24983507 | -13859212 |
Avg Bars in Trades | 62 | 67 | 57 | 62 | 67 | 57 |
Avg Bars in Winners | 79 | 85 | 75 | 79 | 85 | 75 |
Avg Bars in Losers | 43 | 51 | 33 | 43 | 51 | 33 |
Bars Traded | 7354 | 3986 | 3368 | 7354 | 3986 | 3368 |
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 | 306614 | -194975 | -413937 | 376388 | -165359 | -756689 |
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{ "first_band": { "type": "linreg", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 26, "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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