Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000459.2564 | 904908.8901 | 95550.3663 | 1458745.0276 | 1285465.4257 | 173279.6019 |
Total P&L (%) | 1000.4593 | 904.9089 | 95.5504 | 1458.745 | 1285.4654 | 173.2796 |
Avg Daily Profit (%) | 0.4802 | 0.4344 | 0.0459 | 0.1319 | 0.1263 | 0.0483 |
Buy And Hold Return (%) | 83.0709 | 83.0709 | 83.0709 | 83.0709 | 83.0709 | 83.0709 |
Max Trade Drawdown | -155907 | -115550 | -146595 | -8666816 | -6023319 | -3084202 |
Profit Factor | 1.9307 | 2.6757 | 1.1786 | 1.0641 | 1.1034 | 1.0168 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 42.9348 | 39.1304 | 46.7391 | 42.9348 | 39.1304 | 46.7391 |
Ratio Avg Win / Avg Loss | 2.5661 | 4.1623 | 1.3431 | 1.4143 | 1.7164 | 1.1587 |
Largest Winning Trade | 467495 | 467495 | 56291 | 5676611 | 5676611 | 1512508 |
Largest Losing Trade | -36210 | -35224 | -36210 | -2363660 | -2003070 | -2363660 |
Avg Bars in Trades | 133 | 127 | 139 | 133 | 127 | 139 |
Avg Bars in Winners | 203 | 204 | 203 | 203 | 204 | 203 |
Avg Bars in Losers | 79 | 77 | 82 | 79 | 77 | 82 |
Bars Traded | 24491 | 11690 | 12801 | 24491 | 11690 | 12801 |
Profit Streak | 0 | 0 | 18.6493 | 0 | 0 | 18.6493 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443350 | 381943 | -275752 | -168313 | -134292 | -337850 |
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{ "first_band": { "type": "wma", "factors": { "length": 123, "offset": 40 } }, "second_band": { "type": "sinwma", "factors": { "length": 112, "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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