Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239272.2202 | 270086.7681 | -30814.548 | -117497.3691 | -117430.0094 | -67.3597 |
Total P&L (%) | 239.2722 | 270.0868 | -30.8145 | -117.4974 | -117.43 | -0.0674 |
Avg Daily Profit (%) | 0.1621 | 0.1829 | -0.0209 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -299094 | -158695 | -226536 | -974691 | -766211 | -504649 |
Profit Factor | 1.2705 | 1.5845 | 0.927 | 0.9429 | 0.9019 | 0.9999 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 62 | 25 | 37 | 60 | 28 | 32 |
Losing Trades | 54 | 33 | 21 | 56 | 30 | 26 |
Profitability (%) | 53.4483 | 43.1034 | 63.7931 | 51.7241 | 48.2759 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.1066 | 2.0915 | 0.5262 | 0.88 | 0.9663 | 0.8124 |
Largest Winning Trade | 392267 | 392267 | 31058 | 491691 | 491691 | 148214 |
Largest Losing Trade | -150054 | -64478 | -150054 | -588509 | -588509 | -336518 |
Avg Bars in Trades | 150 | 176 | 124 | 150 | 176 | 124 |
Avg Bars in Winners | 114 | 139 | 98 | 142 | 170 | 117 |
Avg Bars in Losers | 191 | 204 | 170 | 159 | 181 | 132 |
Bars Traded | 17456 | 10237 | 7219 | 17456 | 10237 | 7219 |
Profit Streak | 28.2475 | 28.2475 | 35.0808 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339140 | -171788 | -758053 | -580246 | -761503 | -760162 |
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{ "first_band": { "type": "linreg", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 98, "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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