Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619720.3837 | 553329.4821 | 66390.9017 | 272075.299 | 303509.9072 | -31434.6082 |
Total P&L (%) | 619.7204 | 553.3295 | 66.3909 | 272.0753 | 303.5099 | -31.4346 |
Avg Daily Profit (%) | 0.332 | 0.2964 | 0.0356 | 0.0704 | 0.0748 | -0.0202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167303 | -83173 | -91133 | -489612 | -235215 | -307421 |
Profit Factor | 2.3041 | 3.3099 | 1.2817 | 1.2117 | 1.5049 | 0.954 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 42.6667 | 44.7368 | 40.5405 | 42.6667 | 44.7368 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.0961 | 4.0887 | 1.8798 | 1.6283 | 1.859 | 1.3993 |
Largest Winning Trade | 542012 | 542012 | 58725 | 471910 | 471910 | 109396 |
Largest Losing Trade | -51150 | -51150 | -37590 | -210120 | -107312 | -210120 |
Avg Bars in Trades | 287 | 257 | 318 | 287 | 257 | 318 |
Avg Bars in Winners | 448 | 386 | 518 | 448 | 386 | 518 |
Avg Bars in Losers | 167 | 152 | 182 | 167 | 152 | 182 |
Bars Traded | 21563 | 9773 | 11790 | 21563 | 9773 | 11790 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50576 | 473622 | -148216 | -162398 | -92715 | -582784 |
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{ "first_band": { "type": "wma", "factors": { "length": 184, "offset": 169 } }, "second_band": { "type": "sinwma", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 184, "offset": 169 } }, "second_band": { "type": "sinwma", "factors": { "length": 138, "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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