Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2980846.4336 | 2950496.4048 | 30350.0288 | 332848.0609 | 1006476.1675 | -673628.1066 |
Total P&L (%) | 2980.8464 | 2950.4964 | 30.35 | 332.8481 | 1006.4762 | -673.6281 |
Avg Daily Profit (%) | 1.2917 | 1.2785 | 0.0132 | 0.0635 | 0.1042 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157334 | -101388 | -130511 | -1681375 | -978235 | -982191 |
Profit Factor | 4.1323 | 6.8639 | 1.0677 | 1.057 | 1.3353 | 0.7628 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 30.2752 | 23.6364 | 37.037 | 30.2752 | 23.6364 | 37.037 |
Ratio Avg Win / Avg Loss | 9.5167 | 22.1758 | 1.815 | 2.4343 | 4.314 | 1.2967 |
Largest Winning Trade | 2730549 | 2730549 | 84235 | 1845724 | 1845724 | 324095 |
Largest Losing Trade | -44932 | -44932 | -40392 | -611027 | -450636 | -611027 |
Avg Bars in Trades | 82 | 73 | 91 | 82 | 73 | 91 |
Avg Bars in Winners | 176 | 184 | 171 | 176 | 184 | 171 |
Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
Bars Traded | 8945 | 4029 | 4916 | 8945 | 4029 | 4916 |
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 | 481334 | -194048 | -508427 | -272242 | -268183 | -764207 |
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{ "first_band": { "type": "wma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 30, "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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