Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484146.1807 | 332550.5694 | 151595.6113 | 256296.2986 | -568482.0233 | 824778.322 |
Total P&L (%) | 484.1462 | 332.5506 | 151.5956 | 256.2963 | -568.482 | 824.7783 |
Avg Daily Profit (%) | 0.2535 | 0.1741 | 0.0794 | 0.0666 | 0 | 0.1165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176193 | -137046 | -58874 | -1200011 | -1297048 | -375857 |
Profit Factor | 1.6392 | 1.7422 | 1.4899 | 1.0635 | 0.7921 | 1.6335 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 58.7719 | 54.386 | 63.1579 | 58.7719 | 54.386 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.1499 | 1.4612 | 0.8691 | 0.746 | 0.6643 | 0.9529 |
Largest Winning Trade | 255282 | 255282 | 57783 | 476122 | 476122 | 265718 |
Largest Losing Trade | -45874 | -45874 | -38384 | -283933 | -283933 | -194286 |
Avg Bars in Trades | 96 | 85 | 107 | 96 | 85 | 107 |
Avg Bars in Winners | 89 | 76 | 99 | 89 | 76 | 99 |
Avg Bars in Losers | 107 | 96 | 121 | 107 | 96 | 121 |
Bars Traded | 11028 | 4877 | 6151 | 11028 | 4877 | 6151 |
Profit Streak | 42.2544 | 55.2544 | 42.2544 | 42.2544 | 55.2544 | 42.2544 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465636 | -168912 | -265192 | -253546 | -759282 | -214488 |
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{ "first_band": { "type": "wma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 111, "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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