Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1014241.6583 | 900325.2748 | 113916.3835 | 3977000.6562 | 2661949.4595 | 1315051.1968 |
Total P&L (%) | 1014.2417 | 900.3253 | 113.9164 | 3977.0007 | 2661.9495 | 1315.0512 |
Avg Daily Profit (%) | 0.5498 | 0.488 | 0.0618 | 0.2012 | 0.1801 | 0.1437 |
Buy And Hold Return (%) | 192.2342 | 192.2342 | 192.2342 | 192.2342 | 192.2342 | 192.2342 |
Max Trade Drawdown | -75445 | -62928 | -65519 | -190469 | -202900 | -135688 |
Profit Factor | 3.7813 | 6.0287 | 1.6137 | 4.6343 | 5.3931 | 3.6928 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 39.759 | 40.4762 | 39.0244 | 39.759 | 40.4762 | 39.0244 |
Ratio Avg Win / Avg Loss | 5.7292 | 8.8657 | 2.5214 | 7.0216 | 7.931 | 5.77 |
Largest Winning Trade | 712977 | 712977 | 57180 | 1485661 | 1485661 | 944628 |
Largest Losing Trade | -24253 | -17218 | -24253 | -133471 | -133471 | -70755 |
Avg Bars in Trades | 84 | 83 | 86 | 84 | 83 | 86 |
Avg Bars in Winners | 173 | 165 | 182 | 173 | 165 | 182 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 7045 | 3520 | 3526 | 7045 | 3520 | 3526 |
Profit Streak | 0 | 0 | 374.4088 | 0 | 0 | 374.4088 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414693 | 495103 | -276084 | 371326 | 442442 | 111759 |
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{ "first_band": { "type": "wma", "factors": { "length": 12, "offset": 133 } }, "second_band": { "type": "fwma", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 12, "offset": 133 } }, "second_band": { "type": "fwma", "factors": { "length": 162, "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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