Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751734.489 | 581251.537 | 170482.952 | 4313153.6578 | 2407850.6277 | 1905303.0302 |
Total P&L (%) | 751.7345 | 581.2515 | 170.483 | 4313.1537 | 2407.8506 | 1905.303 |
Avg Daily Profit (%) | 0.3804 | 0.2942 | 0.0863 | 0.1918 | 0.1632 | 0.1519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85915 | -89159 | -131675 | -898577 | -1505964 | -939362 |
Profit Factor | 2.2211 | 2.82 | 1.5755 | 1.6443 | 1.6394 | 1.6505 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 35.7143 | 33.3333 | 38.0952 | 35.7143 | 33.3333 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.998 | 5.6401 | 2.5601 | 2.9597 | 3.2788 | 2.6821 |
Largest Winning Trade | 210563 | 210563 | 70255 | 1424731 | 1424731 | 879729 |
Largest Losing Trade | -46140 | -22710 | -46140 | -458620 | -458620 | -430068 |
Avg Bars in Trades | 91 | 81 | 100 | 91 | 81 | 100 |
Avg Bars in Winners | 190 | 176 | 202 | 190 | 176 | 202 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 11515 | 5163 | 6352 | 11515 | 5163 | 6352 |
Profit Streak | 0 | 0 | 563.3757 | 0 | 0 | 563.3757 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309074 | -139214 | -225520 | 210972 | -142612 | -139876 |
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{ "first_band": { "type": "wma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 33, "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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