Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306097.2705 | 1248637.9104 | 57459.3601 | 3145739.1853 | 2684682.5831 | 461056.6022 |
Total P&L (%) | 1306.0973 | 1248.6379 | 57.4594 | 3145.7392 | 2684.6826 | 461.0566 |
Avg Daily Profit (%) | 0.715 | 0.6836 | 0.0315 | 0.1907 | 0.1823 | 0.0945 |
Buy And Hold Return (%) | 624.4596 | 624.4596 | 624.4596 | 624.4596 | 624.4596 | 624.4596 |
Max Trade Drawdown | -116103 | -74535 | -90282 | -3485549 | -2160431 | -1827685 |
Profit Factor | 3.7129 | 6.2472 | 1.236 | 1.4412 | 1.767 | 1.127 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 44.2623 | 46.6667 | 41.9355 | 44.2623 | 46.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.6755 | 7.1397 | 1.7114 | 1.8149 | 2.0194 | 1.5605 |
Largest Winning Trade | 671244 | 671244 | 75140 | 2244229 | 2244229 | 1009854 |
Largest Losing Trade | -46129 | -34495 | -46129 | -849358 | -849358 | -751346 |
Avg Bars in Trades | 172 | 159 | 184 | 172 | 159 | 184 |
Avg Bars in Winners | 273 | 236 | 312 | 273 | 236 | 312 |
Avg Bars in Losers | 91 | 91 | 91 | 91 | 91 | 91 |
Bars Traded | 10500 | 4782 | 5718 | 10500 | 4782 | 5718 |
Profit Streak | 0 | 171.9965 | 0 | 0 | 171.9965 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155218 | 483542 | -319015 | -159523 | 320590 | -315496 |
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{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 98, "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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