Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1127510.6396 | 903533.9852 | 223976.6544 | 16839054.7803 | 8880860.6114 | 7958194.1688 |
Total P&L (%) | 1127.5106 | 903.534 | 223.9767 | 16839.0548 | 8880.8606 | 7958.1942 |
Avg Daily Profit (%) | 0.4875 | 0.3907 | 0.0968 | 0.2222 | 0.1947 | 0.19 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85605 | -75787 | -91614 | -25673623 | -21459505 | -11923008 |
Profit Factor | 2.8134 | 4.5317 | 1.6121 | 1.1644 | 1.1847 | 1.1465 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 54.2553 | 51.0638 | 57.4468 | 54.2553 | 51.0638 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.3721 | 4.3429 | 1.1941 | 0.9818 | 1.1353 | 0.8493 |
Largest Winning Trade | 263029 | 263029 | 83056 | 12235571 | 12235571 | 11997801 |
Largest Losing Trade | -79002 | -37397 | -79002 | -9120567 | -8985034 | -9120567 |
Avg Bars in Trades | 94 | 84 | 104 | 94 | 84 | 104 |
Avg Bars in Winners | 114 | 101 | 125 | 114 | 101 | 125 |
Avg Bars in Losers | 70 | 66 | 75 | 70 | 66 | 75 |
Bars Traded | 8864 | 3970 | 4893 | 8864 | 3970 | 4893 |
Profit Streak | 25.3461 | 0 | 71.8461 | 25.3461 | 0 | 71.8461 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 619563 | 624169 | -59726 | -31744 | -9139 | -51087 |
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{ "first_band": { "type": "wma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 81, "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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