Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687229.2323 | 621872.945 | 65356.2873 | 294912.4903 | 368206.6852 | -73294.1949 |
Total P&L (%) | 687.2292 | 621.8729 | 65.3563 | 294.9125 | 368.2067 | -73.2942 |
Avg Daily Profit (%) | 0.3688 | 0.3337 | 0.0351 | 0.0737 | 0.0829 | -0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156590 | -93654 | -80924 | -616323 | -350016 | -372928 |
Profit Factor | 2.2866 | 3.1579 | 1.2657 | 1.1906 | 1.4659 | 0.9032 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 39.1304 | 32.6087 | 45.6522 | 39.1304 | 32.6087 | 45.6522 |
Ratio Avg Win / Avg Loss | 3.5569 | 6.5262 | 1.5068 | 1.8521 | 3.0296 | 1.0752 |
Largest Winning Trade | 596956 | 596956 | 56848 | 617825 | 617825 | 94527 |
Largest Losing Trade | -50871 | -32406 | -50871 | -269478 | -149294 | -269478 |
Avg Bars in Trades | 38 | 36 | 41 | 38 | 36 | 41 |
Avg Bars in Winners | 64 | 67 | 62 | 64 | 67 | 62 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 3569 | 1662 | 1907 | 3569 | 1662 | 1907 |
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 | 354668 | 306920 | -146985 | -108216 | -86787 | -580728 |
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{ "first_band": { "type": "pwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 34, "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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