Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1946836.6482 | 1836463.029 | 110373.6192 | 7531967.0363 | 7451265.8248 | 80701.2115 |
Total P&L (%) | 1946.8366 | 1836.463 | 110.3736 | 7531.967 | 7451.2658 | 80.7012 |
Avg Daily Profit (%) | 0.8628 | 0.8139 | 0.0489 | 0.1923 | 0.1918 | 0.0262 |
Buy And Hold Return (%) | 331.9279 | 331.9279 | 331.9279 | 331.9279 | 331.9279 | 331.9279 |
Max Trade Drawdown | -90048 | -61066 | -84639 | -14005347 | -8114275 | -7535747 |
Profit Factor | 5.411 | 9.5898 | 1.485 | 1.2329 | 1.5035 | 1.0046 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 43.662 | 38.8889 | 48.5714 | 43.662 | 38.8889 | 48.5714 |
Ratio Avg Win / Avg Loss | 6.982 | 15.0697 | 1.5724 | 1.5908 | 2.3627 | 1.0637 |
Largest Winning Trade | 1392881 | 1392881 | 58364 | 7849775 | 7849775 | 3570782 |
Largest Losing Trade | -34290 | -25126 | -34290 | -7083747 | -3007377 | -7083747 |
Avg Bars in Trades | 90 | 79 | 101 | 90 | 79 | 101 |
Avg Bars in Winners | 156 | 140 | 170 | 156 | 140 | 170 |
Avg Bars in Losers | 39 | 40 | 37 | 39 | 40 | 37 |
Bars Traded | 6438 | 2869 | 3569 | 6438 | 2869 | 3569 |
Profit Streak | 0 | 0 | 42.7354 | 0 | 0 | 42.7354 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73181 | 590580 | -291049 | -84985 | 219011 | -539097 |
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "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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