Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43038.0915 | -10315.2096 | 53353.3011 | 24987.0414 | -25086.6184 | 50073.6598 |
Total P&L (%) | 43.0381 | -10.3152 | 53.3533 | 24.987 | -25.0866 | 50.0737 |
Avg Daily Profit (%) | 0.1653 | -0.0396 | 0.2049 | 0.0857 | -0.1109 | 0.156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58845 | -32445 | -35280 | -86222 | -48176 | -50044 |
Profit Factor | 1.1684 | 0.9383 | 1.6037 | 1.0727 | 0.8871 | 1.412 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 66.0714 | 63.0952 | 69.0476 | 66.0714 | 63.0952 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.6 | 0.5488 | 0.7189 | 0.5509 | 0.5188 | 0.633 |
Largest Winning Trade | 11031 | 11031 | 6867 | 15699 | 15699 | 10852 |
Largest Losing Trade | -29008 | -29008 | -17530 | -31108 | -31108 | -29998 |
Avg Bars in Trades | 147 | 148 | 146 | 147 | 148 | 146 |
Avg Bars in Winners | 95 | 86 | 104 | 95 | 86 | 104 |
Avg Bars in Losers | 247 | 253 | 240 | 247 | 253 | 240 |
Bars Traded | 24729 | 12432 | 12297 | 24729 | 12432 | 12297 |
Profit Streak | 2.7329 | 2.7329 | 17.0246 | 2.7329 | 2.7329 | 17.0246 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30990 | -581926 | 339013 | -223697 | -581926 | 274493 |
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{ "first_band": { "type": "wma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 185, "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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