Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208821.2903 | 1080930.8572 | 127890.4331 | 3034536.1287 | 1361762.6852 | 1672773.4434 |
Total P&L (%) | 1208.8213 | 1080.9309 | 127.8904 | 3034.5361 | 1361.7627 | 1672.7734 |
Avg Daily Profit (%) | 0.5218 | 0.4666 | 0.0552 | 0.1488 | 0.1158 | 0.1242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120109 | -88247 | -128046 | -7726005 | -6998839 | -3560483 |
Profit Factor | 2.2201 | 3.1793 | 1.2585 | 1.1178 | 1.0951 | 1.146 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 32.8671 | 26.3889 | 39.4366 | 32.8671 | 26.3889 | 39.4366 |
Ratio Avg Win / Avg Loss | 4.5347 | 8.8685 | 1.9327 | 2.2831 | 3.0548 | 1.76 |
Largest Winning Trade | 427151 | 427151 | 83547 | 5718467 | 5718467 | 2836538 |
Largest Losing Trade | -34333 | -27875 | -34333 | -2043135 | -2043135 | -1833968 |
Avg Bars in Trades | 62 | 55 | 69 | 62 | 55 | 69 |
Avg Bars in Winners | 132 | 125 | 137 | 132 | 125 | 137 |
Avg Bars in Losers | 28 | 30 | 25 | 28 | 30 | 25 |
Bars Traded | 8949 | 4015 | 4934 | 8949 | 4015 | 4934 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314231 | -86759 | -209327 | -90144 | -255869 | -176651 |
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{ "first_band": { "type": "wma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 20, "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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