Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637616.832 | 474305.7712 | 163311.0607 | 4160437.9553 | 1016993.7761 | 3143444.1792 |
Total P&L (%) | 637.6168 | 474.3058 | 163.3111 | 4160.438 | 1016.9938 | 3143.4442 |
Avg Daily Profit (%) | 0.3226 | 0.2399 | 0.0826 | 0.19 | 0.1222 | 0.1762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76891 | -33795 | -132120 | -4414672 | -2174871 | -3002618 |
Profit Factor | 2.938 | 4.8628 | 1.7919 | 1.4884 | 1.228 | 1.775 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 48.3333 | 56.6667 | 40 | 48.3333 | 56.6667 | 40 |
Ratio Avg Win / Avg Loss | 3.1406 | 3.7186 | 2.6879 | 1.5911 | 0.939 | 2.6624 |
Largest Winning Trade | 146874 | 146874 | 78460 | 1729692 | 1230326 | 1729692 |
Largest Losing Trade | -39847 | -33795 | -39847 | -2565848 | -2174871 | -2565848 |
Avg Bars in Trades | 128 | 117 | 139 | 128 | 117 | 139 |
Avg Bars in Winners | 198 | 154 | 260 | 198 | 154 | 260 |
Avg Bars in Losers | 63 | 69 | 59 | 63 | 69 | 59 |
Bars Traded | 7708 | 3519 | 4190 | 7708 | 3519 | 4190 |
Profit Streak | 0 | 0 | 579.379 | 0 | 0 | 579.379 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159452 | 593044 | -82605 | -163849 | -30722 | 282493 |
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{ "first_band": { "type": "wma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 139, "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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