Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792074.2021 | 735584.2805 | 56489.9216 | 1689646.3201 | 2908045.0671 | -1218398.747 |
Total P&L (%) | 792.0742 | 735.5843 | 56.4899 | 1689.6463 | 2908.0451 | -1218.3987 |
Avg Daily Profit (%) | 0.4347 | 0.4037 | 0.031 | 0.1584 | 0.187 | 0 |
Buy And Hold Return (%) | 184.7623 | 184.7623 | 184.7623 | 184.7623 | 184.7623 | 184.7623 |
Max Trade Drawdown | -95969 | -64957 | -63422 | -4300686 | -2487246 | -2749727 |
Profit Factor | 2.5648 | 4.032 | 1.2143 | 1.1624 | 1.5971 | 0.7798 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 41.573 | 40.9091 | 42.2222 | 41.573 | 40.9091 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.6045 | 5.8241 | 1.6617 | 1.6337 | 2.307 | 1.067 |
Largest Winning Trade | 365238 | 365238 | 71414 | 2724639 | 2724639 | 1171082 |
Largest Losing Trade | -37297 | -37297 | -29113 | -1424636 | -757999 | -1424636 |
Avg Bars in Trades | 59 | 54 | 63 | 59 | 54 | 63 |
Avg Bars in Winners | 110 | 102 | 118 | 110 | 102 | 118 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 5266 | 2415 | 2851 | 5266 | 2415 | 2851 |
Profit Streak | 0 | 45.7962 | 0 | 0 | 45.7962 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357386 | 421388 | -319532 | -36096 | 288629 | -582070 |
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{ "first_band": { "type": "wma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 7, "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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