Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148243.492 | 84382.0446 | 63861.4474 | 264572.9784 | 140096.5488 | 124476.4296 |
Total P&L (%) | 148.2435 | 84.382 | 63.8614 | 264.573 | 140.0965 | 124.4764 |
Avg Daily Profit (%) | 0.5692 | 0.324 | 0.2452 | 0.498 | 0.3369 | 0.311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38991 | -33106 | -44534 | -95118 | -80575 | -93646 |
Profit Factor | 1.9969 | 2.3495 | 1.741 | 1.8104 | 1.9772 | 1.6799 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 68.1319 | 71.1111 | 65.2174 | 68.1319 | 71.1111 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.934 | 0.9545 | 0.9286 | 0.8468 | 0.8032 | 0.8959 |
Largest Winning Trade | 15830 | 15416 | 15830 | 36551 | 23879 | 36551 |
Largest Losing Trade | -20726 | -12715 | -20726 | -45053 | -29852 | -45053 |
Avg Bars in Trades | 264 | 255 | 274 | 264 | 255 | 274 |
Avg Bars in Winners | 193 | 178 | 208 | 193 | 178 | 208 |
Avg Bars in Losers | 417 | 443 | 397 | 417 | 443 | 397 |
Bars Traded | 24103 | 11495 | 12608 | 24103 | 11495 | 12608 |
Profit Streak | 10.8638 | 15.1034 | 10.8638 | 10.8638 | 15.1034 | 10.8638 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517103 | 462868 | 338972 | 482213 | 440960 | 369688 |
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{ "first_band": { "type": "vwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 224, "offset": 191 } } }
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# | 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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