Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689346.7532 | 620884.8327 | 68461.9205 | 1009150.3909 | 1012822.7562 | -3672.3652 |
Total P&L (%) | 689.3468 | 620.8848 | 68.4619 | 1009.1504 | 1012.8228 | -3.6724 |
Avg Daily Profit (%) | 0.3759 | 0.3386 | 0.0373 | 0.1313 | 0.1315 | -0.002 |
Buy And Hold Return (%) | 190.6898 | 190.6898 | 190.6898 | 190.6898 | 190.6898 | 190.6898 |
Max Trade Drawdown | -158830 | -98043 | -87443 | -615433 | -351300 | -390988 |
Profit Factor | 2.5325 | 3.424 | 1.3535 | 1.5471 | 2.0619 | 0.9959 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 53.3333 | 44.7368 | 62.1622 | 53.3333 | 44.7368 | 62.1622 |
Ratio Avg Win / Avg Loss | 2.2159 | 4.2297 | 0.8239 | 1.3537 | 2.547 | 0.6062 |
Largest Winning Trade | 456709 | 456709 | 46190 | 574257 | 574257 | 346671 |
Largest Losing Trade | -48439 | -40795 | -48439 | -390988 | -212612 | -390988 |
Avg Bars in Trades | 139 | 133 | 146 | 139 | 133 | 146 |
Avg Bars in Winners | 191 | 187 | 193 | 191 | 187 | 193 |
Avg Bars in Losers | 81 | 90 | 68 | 81 | 90 | 68 |
Bars Traded | 10489 | 5072 | 5417 | 10489 | 5072 | 5417 |
Profit Streak | 0 | 0 | 82.1293 | 0 | 0 | 82.1293 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49040 | 390723 | -307918 | -77702 | -16310 | -578638 |
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{ "first_band": { "type": "wma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 84, "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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