Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1768127.3396 | 1678898.4695 | 89228.8701 | 5318291.5785 | 2625875.7875 | 2692415.7911 |
Total P&L (%) | 1768.1273 | 1678.8985 | 89.2289 | 5318.2916 | 2625.8758 | 2692.4158 |
Avg Daily Profit (%) | 0.7459 | 0.7082 | 0.0376 | 0.1686 | 0.1395 | 0.1406 |
Buy And Hold Return (%) | 604.048 | 604.048 | 604.048 | 604.048 | 604.048 | 604.048 |
Max Trade Drawdown | -101680 | -137712 | -86870 | -1460943 | -1403117 | -873965 |
Profit Factor | 4.2009 | 6.6718 | 1.348 | 2.0265 | 1.9253 | 2.1491 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 32.5301 | 28.5714 | 36.5854 | 32.5301 | 28.5714 | 36.5854 |
Ratio Avg Win / Avg Loss | 8.713 | 16.6795 | 2.3366 | 4.2032 | 4.8134 | 3.7251 |
Largest Winning Trade | 1268169 | 1268169 | 63420 | 2501416 | 1745317 | 2501416 |
Largest Losing Trade | -42234 | -22497 | -42234 | -795260 | -539788 | -795260 |
Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Winners | 111 | 117 | 106 | 111 | 117 | 106 |
Avg Bars in Losers | 28 | 25 | 32 | 28 | 25 | 32 |
Bars Traded | 4618 | 2167 | 2451 | 4618 | 2167 | 2451 |
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 | 311944 | 128593 | -312088 | 127766 | -18631 | -7893 |
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{ "first_band": { "type": "wma", "factors": { "length": 25, "offset": 62 } }, "second_band": { "type": "fwma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 25, "offset": 62 } }, "second_band": { "type": "fwma", "factors": { "length": 76, "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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