Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753742.1634 | 727739.0136 | 26003.1499 | 701281.4426 | 670587.1461 | 30694.2965 |
Total P&L (%) | 753.7422 | 727.739 | 26.0032 | 701.2814 | 670.5871 | 30.6943 |
Avg Daily Profit (%) | 0.4157 | 0.4013 | 0.0143 | 0.1148 | 0.1127 | 0.0148 |
Buy And Hold Return (%) | 120.7716 | 120.7716 | 120.7716 | 120.7716 | 120.7716 | 120.7716 |
Max Trade Drawdown | -143139 | -75586 | -74713 | -780997 | -612685 | -508238 |
Profit Factor | 2.3892 | 3.8426 | 1.0907 | 1.2759 | 1.5097 | 1.025 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 45.9016 | 46.6667 | 45.1613 | 45.9016 | 46.6667 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.8158 | 4.3916 | 1.3245 | 1.5037 | 1.7253 | 1.2447 |
Largest Winning Trade | 335571 | 335571 | 71951 | 609024 | 609024 | 400739 |
Largest Losing Trade | -42016 | -42016 | -39902 | -420958 | -294496 | -420958 |
Avg Bars in Trades | 85 | 78 | 92 | 85 | 78 | 92 |
Avg Bars in Winners | 143 | 127 | 160 | 143 | 127 | 160 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 5205 | 2341 | 2864 | 5205 | 2341 | 2864 |
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 | -153667 | 529609 | -462100 | -206625 | -41991 | -533819 |
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{ "first_band": { "type": "wma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 53, "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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