Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1974621.5536 | 1844955.0259 | 129666.5277 | 1917486.8889 | 715414.904 | 1202071.9849 |
Total P&L (%) | 1974.6216 | 1844.955 | 129.6665 | 1917.4869 | 715.4149 | 1202.072 |
Avg Daily Profit (%) | 0.853 | 0.797 | 0.056 | 0.1299 | 0.0907 | 0.1109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115754 | -123991 | -66741 | -5138187 | -5776602 | -2227691 |
Profit Factor | 3.9408 | 6.3392 | 1.3979 | 1.1174 | 1.0798 | 1.1633 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 43.6782 | 36.3636 | 51.1628 | 43.6782 | 36.3636 | 51.1628 |
Ratio Avg Win / Avg Loss | 5.0816 | 11.0936 | 1.3343 | 1.4409 | 1.8896 | 1.1105 |
Largest Winning Trade | 1619355 | 1619355 | 80158 | 3003765 | 3003765 | 2419160 |
Largest Losing Trade | -53893 | -30440 | -53893 | -1660768 | -1320723 | -1660768 |
Avg Bars in Trades | 77 | 69 | 84 | 77 | 69 | 84 |
Avg Bars in Winners | 116 | 114 | 117 | 116 | 114 | 117 |
Avg Bars in Losers | 46 | 44 | 49 | 46 | 44 | 49 |
Bars Traded | 6699 | 3077 | 3622 | 6699 | 3077 | 3622 |
Profit Streak | 0 | 0 | 37.6214 | 0 | 0 | 37.6214 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 648144 | 591251 | -116696 | -112812 | -208385 | -84601 |
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{ "first_band": { "type": "wma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 89, "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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