Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144618.4374 | 955144.1477 | 189474.2896 | 35535197.4848 | 31157049.4759 | 4378148.0089 |
Total P&L (%) | 1144.6184 | 955.1441 | 189.4743 | 35535.1975 | 31157.0495 | 4378.148 |
Avg Daily Profit (%) | 0.6317 | 0.5271 | 0.1046 | 0.3248 | 0.3175 | 0.21 |
Buy And Hold Return (%) | 509.8286 | 509.8286 | 509.8286 | 509.8286 | 509.8286 | 509.8286 |
Max Trade Drawdown | -73266 | -63288 | -54376 | -39306712 | -34070377 | -26667432 |
Profit Factor | 2.6368 | 4.011 | 1.4959 | 1.1961 | 1.3729 | 1.0449 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 42.3077 | 38.4615 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.5957 | 6.4177 | 1.7452 | 1.6311 | 2.1966 | 1.219 |
Largest Winning Trade | 291583 | 291583 | 63988 | 26992345 | 26992345 | 14397380 |
Largest Losing Trade | -25401 | -17462 | -25401 | -12513133 | -8876695 | -12513133 |
Avg Bars in Trades | 68 | 65 | 71 | 68 | 65 | 71 |
Avg Bars in Winners | 106 | 101 | 110 | 106 | 101 | 110 |
Avg Bars in Losers | 41 | 43 | 38 | 41 | 43 | 38 |
Bars Traded | 10745 | 5131 | 5614 | 10745 | 5131 | 5614 |
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 | 335798 | -28774 | -252724 | 117896 | -28262 | -199018 |
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{ "first_band": { "type": "wma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "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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