Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1315051.8449 | 1229892.5533 | 85159.2916 | 4577396.8136 | 4502984.859 | 74411.9546 |
Total P&L (%) | 1315.0518 | 1229.8926 | 85.1593 | 4577.3968 | 4502.9849 | 74.412 |
Avg Daily Profit (%) | 0.7223 | 0.6756 | 0.0468 | 0.2114 | 0.2106 | 0.0306 |
Buy And Hold Return (%) | 630.6295 | 630.6295 | 630.6295 | 630.6295 | 630.6295 | 630.6295 |
Max Trade Drawdown | -72723 | -60382 | -95393 | -5177210 | -2702765 | -3153423 |
Profit Factor | 3.569 | 6.6528 | 1.2893 | 1.302 | 1.7339 | 1.0082 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 41.4634 | 39.0244 | 43.9024 | 41.4634 | 39.0244 | 43.9024 |
Ratio Avg Win / Avg Loss | 5.0386 | 10.3951 | 1.6475 | 1.8381 | 2.7093 | 1.2883 |
Largest Winning Trade | 734569 | 734569 | 75686 | 3984938 | 3984938 | 1917689 |
Largest Losing Trade | -64043 | -25593 | -64043 | -1289592 | -1141961 | -1289592 |
Avg Bars in Trades | 260 | 242 | 279 | 260 | 242 | 279 |
Avg Bars in Winners | 422 | 366 | 471 | 422 | 366 | 471 |
Avg Bars in Losers | 146 | 162 | 129 | 146 | 162 | 129 |
Bars Traded | 21381 | 9923 | 11457 | 21381 | 9923 | 11457 |
Profit Streak | 0 | 113.6704 | 0 | 0 | 113.6704 | 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 | 29882 | 364878 | -297421 | -2754 | 293044 | -531630 |
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{ "first_band": { "type": "wma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 220, "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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