Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344977.563 | 316909.6744 | 28067.8886 | 97839.9032 | 1187828.9984 | -1089989.0952 |
Total P&L (%) | 344.9776 | 316.9097 | 28.0679 | 97.8399 | 1187.829 | -1089.9891 |
Avg Daily Profit (%) | 0.2444 | 0.2245 | 0.0199 | 0.0484 | 0.1812 | 0 |
Buy And Hold Return (%) | 22.4845 | 22.4845 | 22.4845 | 22.4845 | 22.4845 | 22.4845 |
Max Trade Drawdown | -226160 | -90854 | -184076 | -3413667 | -1905883 | -3120759 |
Profit Factor | 1.1371 | 1.2682 | 1.021 | 1.0029 | 1.0708 | 0.9377 |
Total Trades | 1262 | 631 | 631 | 1262 | 631 | 631 |
Winning Trades | 862 | 430 | 432 | 862 | 430 | 432 |
Losing Trades | 400 | 201 | 199 | 400 | 201 | 199 |
Profitability (%) | 68.3043 | 68.1458 | 68.4628 | 68.3043 | 68.1458 | 68.4628 |
Ratio Avg Win / Avg Loss | 0.5277 | 0.5928 | 0.4703 | 0.4654 | 0.5005 | 0.4319 |
Largest Winning Trade | 28100 | 28100 | 16980 | 276888 | 276888 | 248673 |
Largest Losing Trade | -41251 | -30096 | -41251 | -940146 | -673720 | -940146 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 16710 | 8364 | 8346 | 16710 | 8364 | 8346 |
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 | -54311 | 426296 | -448046 | -340219 | -130630 | -574949 |
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{ "first_band": { "type": "fwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 20, "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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