Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1489847.8005 | -34762.517 | -1455085.2835 | -96503.343 | -1560863.7667 | 1464360.4237 |
Total P&L (%) | -1489.8478 | -34.7625 | -1455.0853 | -96.5033 | -1560.8638 | 1464.3604 |
Avg Daily Profit (%) | -0.8043 | -0.0188 | -0.7855 | -0.1809 | 0 | 0.1486 |
Buy And Hold Return (%) | 65.4595 | 65.4595 | 65.4595 | 65.4595 | 65.4595 | 65.4595 |
Max Trade Drawdown | -1607308 | -143198 | -1532800 | -4003079 | -2095511 | -3115052 |
Profit Factor | 0.2365 | 0.8726 | 0.1331 | 0.9855 | 0.4773 | 1.3993 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 38 | 16 | 22 | 34 | 14 | 20 |
Losing Trades | 19 | 12 | 7 | 23 | 14 | 9 |
Profitability (%) | 66.6667 | 57.1429 | 75.8621 | 59.6491 | 50 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.1183 | 0.6544 | 0.0424 | 0.6667 | 0.4773 | 0.6297 |
Largest Winning Trade | 53687 | 53687 | 30540 | 4677041 | 1021432 | 4677041 |
Largest Losing Trade | -1425458 | -63116 | -1425458 | -2145643 | -1345806 | -2145643 |
Avg Bars in Trades | 92 | 105 | 80 | 92 | 105 | 80 |
Avg Bars in Winners | 48 | 51 | 46 | 58 | 66 | 53 |
Avg Bars in Losers | 181 | 177 | 188 | 142 | 144 | 141 |
Bars Traded | 5284 | 2945 | 2339 | 5284 | 2945 | 2339 |
Profit Streak | 80.4962 | 80.4962 | 282.8295 | 80.4962 | 80.4962 | 282.8295 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756749 | -600349 | -576109 | -757659 | -601275 | 306310 |
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{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 108, "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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