Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2083686.674 | 2023609.705 | 60076.969 | 36708139.5553 | 26123776.1547 | 10584363.4006 |
Total P&L (%) | 2083.6867 | 2023.6097 | 60.077 | 36708.1396 | 26123.7762 | 10584.3634 |
Avg Daily Profit (%) | 1.1196 | 1.0873 | 0.0323 | 0.318 | 0.2997 | 0.2513 |
Buy And Hold Return (%) | 7092.2393 | 7092.2393 | 7092.2393 | 7092.2393 | 7092.2393 | 7092.2393 |
Max Trade Drawdown | -83328 | -73461 | -66748 | -1931462 | -1715602 | -1486255 |
Profit Factor | 7.459 | 14.8391 | 1.3406 | 5.5928 | 7.8827 | 3.5219 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 55.1724 | 58.6207 | 51.7241 | 55.1724 | 58.6207 | 51.7241 |
Ratio Avg Win / Avg Loss | 6.0604 | 10.4746 | 1.2512 | 4.5442 | 5.5643 | 3.2871 |
Largest Winning Trade | 1269232 | 1269232 | 66736 | 8038055 | 8038055 | 7100567 |
Largest Losing Trade | -54760 | -54760 | -30238 | -1486255 | -1364039 | -1486255 |
Avg Bars in Trades | 179 | 183 | 176 | 179 | 183 | 176 |
Avg Bars in Winners | 245 | 261 | 227 | 245 | 261 | 227 |
Avg Bars in Losers | 98 | 71 | 121 | 98 | 71 | 121 |
Bars Traded | 10427 | 5310 | 5117 | 10427 | 5310 | 5117 |
Profit Streak | 0 | 218.0998 | 0 | 0 | 218.0998 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -322635 | -141797 | -315044 | -162769 | 610249 | 99535 |
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{ "first_band": { "type": "wma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 173, "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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