Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937773.9197 | 831762.6477 | 106011.272 | 513430.6573 | 448823.0843 | 64607.573 |
Total P&L (%) | 937.7739 | 831.7626 | 106.0113 | 513.4307 | 448.8231 | 64.6076 |
Avg Daily Profit (%) | 0.4045 | 0.3588 | 0.0457 | 0.0783 | 0.0735 | 0.0215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184947 | -136136 | -238880 | -4338203 | -3285305 | -1543086 |
Profit Factor | 1.7186 | 2.2842 | 1.1613 | 1.055 | 1.0828 | 1.0165 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 81 | 32 | 49 | 81 | 32 | 49 |
Losing Trades | 147 | 82 | 65 | 147 | 82 | 65 |
Profitability (%) | 35.5263 | 28.0702 | 42.9825 | 35.5263 | 28.0702 | 42.9825 |
Ratio Avg Win / Avg Loss | 3.1189 | 5.8532 | 1.5405 | 1.9147 | 2.7746 | 1.3485 |
Largest Winning Trade | 477192 | 477192 | 59941 | 3017115 | 3017115 | 657954 |
Largest Losing Trade | -43685 | -27875 | -43685 | -886791 | -886791 | -494512 |
Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 4592 | 2070 | 2522 | 4592 | 2070 | 2522 |
Profit Streak | 14.7775 | 0 | 16.2775 | 14.7775 | 0 | 16.2775 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341039 | -2513 | -175988 | -250486 | -239497 | -368961 |
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{ "first_band": { "type": "wma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 6, "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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