Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1158860.417 | 1134536.2603 | 24324.1568 | 2535907.274 | 17343586.9016 | -14807679.6276 |
Total P&L (%) | 1158.8604 | 1134.5363 | 24.3242 | 2535.9073 | 17343.5869 | -14807.6796 |
Avg Daily Profit (%) | 0.641 | 0.6275 | 0.0135 | 0.1811 | 0.2859 | 0 |
Buy And Hold Return (%) | 800.5602 | 800.5602 | 800.5602 | 800.5602 | 800.5602 | 800.5602 |
Max Trade Drawdown | -224982 | -113970 | -170197 | -28946417 | -19196876 | -17679207 |
Profit Factor | 2.8627 | 4.9343 | 1.0729 | 1.0459 | 1.6522 | 0.4836 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 48.8636 | 52.2727 | 45.4545 | 48.8636 | 52.2727 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.9958 | 4.5052 | 1.2875 | 1.0945 | 1.5086 | 0.5803 |
Largest Winning Trade | 749751 | 749751 | 77466 | 13255568 | 13255568 | 5870184 |
Largest Losing Trade | -41758 | -41758 | -39802 | -6943565 | -6943565 | -5887941 |
Avg Bars in Trades | 119 | 121 | 118 | 119 | 121 | 118 |
Avg Bars in Winners | 169 | 173 | 164 | 169 | 173 | 164 |
Avg Bars in Losers | 72 | 64 | 79 | 72 | 64 | 79 |
Bars Traded | 10555 | 5350 | 5205 | 10555 | 5350 | 5205 |
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 | -9471 | -16197 | -482718 | -165346 | 441144 | -582487 |
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{ "first_band": { "type": "wma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 65, "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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