Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404543.5159 | 429066.5669 | -24523.051 | -5543.1737 | 326776.0532 | -332319.2269 |
Total P&L (%) | 404.5435 | 429.0666 | -24.5231 | -5.5432 | 326.7761 | -332.3192 |
Avg Daily Profit (%) | 0.2111 | 0.2239 | -0.0128 | -0.003 | 0.0757 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148391 | -100611 | -105843 | -873034 | -586618 | -472315 |
Profit Factor | 1.6183 | 2.4915 | 0.9331 | 0.9981 | 1.2509 | 0.7849 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 42.5287 | 41.8605 | 43.1818 | 42.5287 | 41.8605 | 43.1818 |
Ratio Avg Win / Avg Loss | 2.1868 | 3.4604 | 1.2278 | 1.3487 | 1.7373 | 1.0327 |
Largest Winning Trade | 312966 | 312966 | 60934 | 408576 | 408576 | 218396 |
Largest Losing Trade | -47424 | -40431 | -47424 | -241020 | -216385 | -241020 |
Avg Bars in Trades | 85 | 73 | 97 | 85 | 73 | 97 |
Avg Bars in Winners | 145 | 121 | 168 | 145 | 121 | 168 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 7449 | 3170 | 4279 | 7449 | 3170 | 4279 |
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 | 291822 | 340536 | -581704 | -581784 | -94034 | -581704 |
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{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 26, "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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