Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139750.9396 | 1123462.7575 | 16288.1821 | 1209519.3279 | 1656731.7261 | -447212.3982 |
Total P&L (%) | 1139.7509 | 1123.4628 | 16.2882 | 1209.5193 | 1656.7317 | -447.2124 |
Avg Daily Profit (%) | 0.6266 | 0.6176 | 0.009 | 0.1415 | 0.1577 | 0 |
Buy And Hold Return (%) | 583.1207 | 583.1207 | 583.1207 | 583.1207 | 583.1207 | 583.1207 |
Max Trade Drawdown | -116349 | -74409 | -99638 | -2435864 | -1741512 | -1279722 |
Profit Factor | 3.2161 | 5.5968 | 1.0603 | 1.2286 | 1.6322 | 0.8325 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 44.2623 | 43.3333 | 45.1613 | 44.2623 | 43.3333 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.0499 | 7.3189 | 1.2876 | 1.5471 | 2.1345 | 1.0109 |
Largest Winning Trade | 613655 | 613655 | 72730 | 1523157 | 1523157 | 631249 |
Largest Losing Trade | -50788 | -24102 | -50788 | -613907 | -613907 | -482202 |
Avg Bars in Trades | 57 | 53 | 61 | 57 | 53 | 61 |
Avg Bars in Winners | 94 | 88 | 101 | 94 | 88 | 101 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 3500 | 1590 | 1910 | 3500 | 1590 | 1910 |
Profit Streak | 0 | 162.7326 | 0 | 0 | 162.7326 | 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 | -157592 | 388357 | -502713 | -177576 | 210246 | -581033 |
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 31, "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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