Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1285959.6242 | 1235229.901 | 50729.7233 | 1534840.7635 | 2211488.8234 | -676648.06 |
Total P&L (%) | 1285.9596 | 1235.2299 | 50.7297 | 1534.8408 | 2211.4888 | -676.6481 |
Avg Daily Profit (%) | 0.7082 | 0.6803 | 0.0279 | 0.154 | 0.1731 | 0 |
Buy And Hold Return (%) | 604.5898 | 604.5898 | 604.5898 | 604.5898 | 604.5898 | 604.5898 |
Max Trade Drawdown | -84598 | -67730 | -108721 | -2378585 | -1371199 | -1265950 |
Profit Factor | 3.2907 | 6.3228 | 1.154 | 1.2088 | 1.7474 | 0.8459 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 42.6829 | 39.0244 | 46.3415 | 42.6829 | 39.0244 | 46.3415 |
Ratio Avg Win / Avg Loss | 4.419 | 9.8793 | 1.3363 | 1.6233 | 2.7303 | 0.9795 |
Largest Winning Trade | 789730 | 789730 | 76222 | 1718112 | 1718112 | 731240 |
Largest Losing Trade | -80094 | -34208 | -80094 | -844144 | -451230 | -844144 |
Avg Bars in Trades | 130 | 121 | 139 | 130 | 121 | 139 |
Avg Bars in Winners | 208 | 183 | 229 | 208 | 183 | 229 |
Avg Bars in Losers | 72 | 81 | 62 | 72 | 81 | 62 |
Bars Traded | 10694 | 4964 | 5730 | 10694 | 4964 | 5730 |
Profit Streak | 0 | 108.5675 | 0 | 0 | 108.5675 | 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 | 36253 | 388602 | -373795 | -6862 | 191505 | -582165 |
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{ "first_band": { "type": "wma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 107, "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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