Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1460071.5404 | 1414432.2295 | 45639.3109 | 21932136.992 | 22093730.4183 | -161593.4263 |
Total P&L (%) | 1460.0715 | 1414.4322 | 45.6393 | 21932.137 | 22093.7304 | -161.5934 |
Avg Daily Profit (%) | 0.7812 | 0.7568 | 0.0244 | 0.2891 | 0.2895 | 0 |
Buy And Hold Return (%) | 7886.1262 | 7886.1262 | 7886.1262 | 7886.1262 | 7886.1262 | 7886.1262 |
Max Trade Drawdown | -127617 | -87858 | -75982 | -6384431 | -3140833 | -7711925 |
Profit Factor | 4.354 | 8.5803 | 1.1835 | 1.7803 | 3.5549 | 0.9917 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 43.0556 | 47.2222 | 38.8889 | 43.0556 | 47.2222 | 38.8889 |
Ratio Avg Win / Avg Loss | 5.7585 | 9.5898 | 1.8598 | 2.3546 | 3.9732 | 1.5584 |
Largest Winning Trade | 548244 | 548244 | 66235 | 7711038 | 7711038 | 6721313 |
Largest Losing Trade | -43726 | -43726 | -29211 | -4408043 | -1620284 | -4408043 |
Avg Bars in Trades | 74 | 74 | 73 | 74 | 74 | 73 |
Avg Bars in Winners | 121 | 123 | 118 | 121 | 123 | 118 |
Avg Bars in Losers | 38 | 31 | 45 | 38 | 31 | 45 |
Bars Traded | 5352 | 2689 | 2663 | 5352 | 2689 | 2663 |
Profit Streak | 0 | 171.4035 | 0 | 0 | 171.4035 | 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 | -231929 | -144567 | -347928 | -77608 | 436899 | -582323 |
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{ "first_band": { "type": "pwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "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) |
---|