Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198392.5621 | 341162.2474 | -142769.6853 | -99252.0333 | 420952.2874 | -520204.3208 |
Total P&L (%) | 198.3926 | 341.1622 | -142.7697 | -99.252 | 420.9523 | -520.2043 |
Avg Daily Profit (%) | 0.1226 | 0.2109 | -0.0882 | -0.3021 | 0.1021 | 0 |
Buy And Hold Return (%) | 21.4995 | 21.4995 | 21.4995 | 21.4995 | 21.4995 | 21.4995 |
Max Trade Drawdown | -230177 | -237447 | -214544 | -417355 | -104471 | -541410 |
Profit Factor | 1.1565 | 1.5444 | 0.7774 | 0.9297 | 1.8439 | 0.4304 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 50.2564 | 50 | 50.5155 | 50.2564 | 50 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.1447 | 1.5444 | 0.7615 | 0.9202 | 1.8439 | 0.4216 |
Largest Winning Trade | 154564 | 154564 | 57352 | 155969 | 155969 | 61061 |
Largest Losing Trade | -97380 | -53472 | -97380 | -232012 | -103327 | -232012 |
Avg Bars in Trades | 97 | 94 | 99 | 97 | 94 | 99 |
Avg Bars in Winners | 92 | 93 | 90 | 92 | 93 | 90 |
Avg Bars in Losers | 102 | 95 | 109 | 102 | 95 | 109 |
Bars Traded | 18991 | 9303 | 9688 | 18991 | 9303 | 9688 |
Profit Streak | 0 | 0 | 494.6211 | 0 | 0 | 494.6211 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76669 | 363952 | -580422 | -579723 | -53520 | -580422 |
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{ "first_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 110, "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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