Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1328660.9589 | 1255267.2182 | 73393.7407 | 4846708.0237 | 5897111.6611 | -1050403.6374 |
Total P&L (%) | 1328.661 | 1255.2672 | 73.3937 | 4846.708 | 5897.1117 | -1050.4036 |
Avg Daily Profit (%) | 0.7333 | 0.6928 | 0.0405 | 0.2155 | 0.2262 | 0 |
Buy And Hold Return (%) | 496.9317 | 496.9317 | 496.9317 | 496.9317 | 496.9317 | 496.9317 |
Max Trade Drawdown | -85472 | -61768 | -58088 | -9635530 | -5779382 | -6699171 |
Profit Factor | 3.0219 | 5.2303 | 1.2037 | 1.1595 | 1.4304 | 0.937 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 36.9231 | 35.3846 | 38.4615 | 36.9231 | 35.3846 | 38.4615 |
Ratio Avg Win / Avg Loss | 5.1625 | 9.551 | 1.9258 | 1.9809 | 2.612 | 1.4992 |
Largest Winning Trade | 724392 | 724392 | 74571 | 5578401 | 5578401 | 4016317 |
Largest Losing Trade | -47365 | -21920 | -47365 | -2953804 | -1508006 | -2953804 |
Avg Bars in Trades | 82 | 76 | 87 | 82 | 76 | 87 |
Avg Bars in Winners | 154 | 140 | 168 | 154 | 140 | 168 |
Avg Bars in Losers | 39 | 41 | 37 | 39 | 41 | 37 |
Bars Traded | 10690 | 4971 | 5719 | 10690 | 4971 | 5719 |
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 | 368130 | -120961 | -440417 | -40500 | -127388 | -715556 |
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{ "first_band": { "type": "wma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 14, "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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