Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924019.1687 | 811722.9105 | 112296.2582 | 9396247.9568 | 12507914.8512 | -3111666.8944 |
Total P&L (%) | 924.0192 | 811.7229 | 112.2963 | 9396.248 | 12507.9149 | -3111.6669 |
Avg Daily Profit (%) | 0.3695 | 0.3246 | 0.0449 | 0.1823 | 0.1936 | 0 |
Buy And Hold Return (%) | 846.7803 | 846.7803 | 846.7803 | 846.7803 | 846.7803 | 846.7803 |
Max Trade Drawdown | -79718 | -38055 | -65426 | -4386940 | -2108424 | -6821438 |
Profit Factor | 3.1661 | 5.7806 | 1.4373 | 1.5378 | 2.9405 | 0.7178 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 50 | 51.5152 | 48.4848 | 50 | 51.5152 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.1661 | 5.4406 | 1.5271 | 1.5378 | 2.7675 | 0.7627 |
Largest Winning Trade | 334438 | 334438 | 54330 | 9171971 | 9171971 | 1915898 |
Largest Losing Trade | -61991 | -37188 | -61991 | -3881311 | -1955521 | -3881311 |
Avg Bars in Trades | 72 | 76 | 68 | 72 | 76 | 68 |
Avg Bars in Winners | 88 | 83 | 92 | 88 | 83 | 92 |
Avg Bars in Losers | 55 | 67 | 44 | 55 | 67 | 44 |
Bars Traded | 4756 | 2512 | 2244 | 4756 | 2512 | 2244 |
Profit Streak | 74.8959 | 161.3959 | 0 | 74.8959 | 161.3959 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -249804 | -147170 | -297284 | -117407 | 530486 | -581392 |
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{ "first_band": { "type": "linreg", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 29, "offset": 0 } } }
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# | 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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