Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137819.3309 | 1033325.5172 | 104493.8138 | 6824353.0759 | 9711997.5036 | -2887644.4276 |
Total P&L (%) | 1137.8193 | 1033.3255 | 104.4938 | 6824.3531 | 9711.9975 | -2887.6444 |
Avg Daily Profit (%) | 0.5184 | 0.4708 | 0.0476 | 0.1932 | 0.2092 | 0 |
Buy And Hold Return (%) | 639.575 | 639.575 | 639.575 | 639.575 | 639.575 | 639.575 |
Max Trade Drawdown | -81161 | -68488 | -91431 | -12640425 | -9204981 | -12097235 |
Profit Factor | 4.0354 | 7.1082 | 1.508 | 1.1975 | 1.5818 | 0.8383 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.5309 | 6.2197 | 1.3195 | 1.0478 | 1.3841 | 0.7335 |
Largest Winning Trade | 500312 | 500312 | 65207 | 14981932 | 14981932 | 4411248 |
Largest Losing Trade | -64624 | -37322 | -64624 | -8372132 | -7129061 | -8372132 |
Avg Bars in Trades | 142 | 126 | 158 | 142 | 126 | 158 |
Avg Bars in Winners | 176 | 155 | 198 | 176 | 155 | 198 |
Avg Bars in Losers | 103 | 92 | 113 | 103 | 92 | 113 |
Bars Traded | 8549 | 3780 | 4769 | 8549 | 3780 | 4769 |
Profit Streak | 0 | 0 | 80.5223 | 0 | 0 | 80.5223 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163583 | 353289 | -292813 | -168328 | 371045 | -579835 |
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 59, "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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