Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1044709.8928 | 25974.8828 | -1070684.7756 | -1529248.086 | -5369579.7158 | 3840331.6298 |
Total P&L (%) | -1044.7099 | 25.9749 | -1070.6848 | -1529.2481 | -5369.5797 | 3840.3316 |
Avg Daily Profit (%) | -0.5738 | 0.0143 | -0.588 | 0 | 0 | 0.202 |
Buy And Hold Return (%) | 594.9986 | 594.9986 | 594.9986 | 594.9986 | 594.9986 | 594.9986 |
Max Trade Drawdown | -1153179 | -153715 | -1125918 | -14104234 | -9715197 | -5152309 |
Profit Factor | 0.3662 | 1.0915 | 0.2153 | 0.9341 | 0.5722 | 1.361 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 19 | 19 | 31 | 15 | 16 |
Losing Trades | 24 | 12 | 12 | 31 | 16 | 15 |
Profitability (%) | 61.2903 | 61.2903 | 61.2903 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.2313 | 0.6894 | 0.136 | 0.9341 | 0.6103 | 1.276 |
Largest Winning Trade | 37536 | 37536 | 37453 | 7583384 | 1746967 | 7583384 |
Largest Losing Trade | -597149 | -73973 | -597149 | -8379567 | -8379567 | -3885093 |
Avg Bars in Trades | 170 | 183 | 157 | 170 | 183 | 157 |
Avg Bars in Winners | 89 | 94 | 85 | 172 | 190 | 155 |
Avg Bars in Losers | 297 | 323 | 270 | 167 | 176 | 158 |
Bars Traded | 10550 | 5676 | 4874 | 10550 | 5676 | 4874 |
Profit Streak | 41.8469 | 68.3469 | 0 | 0 | 0 | 164.3469 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737263 | -459118 | -579354 | -739277 | -581445 | 334191 |
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{ "first_band": { "type": "wma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 184, "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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