Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574489.1269 | 459958.2838 | 114530.8431 | 198921.9827 | 130355.5976 | 68566.3851 |
Total P&L (%) | 574.4891 | 459.9583 | 114.5308 | 198.922 | 130.3556 | 68.5664 |
Avg Daily Profit (%) | 0.2508 | 0.2008 | 0.05 | 0.0478 | 0.0364 | 0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160115 | -117133 | -197680 | -129905 | -60892 | -117389 |
Profit Factor | 1.4361 | 1.7385 | 1.1649 | 1.2546 | 1.403 | 1.1497 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 169 | 78 | 91 | 169 | 78 | 91 |
Losing Trades | 148 | 81 | 67 | 148 | 81 | 67 |
Profitability (%) | 53.3123 | 49.0566 | 57.5949 | 53.3123 | 49.0566 | 57.5949 |
Ratio Avg Win / Avg Loss | 1.2577 | 1.8054 | 0.8577 | 1.0987 | 1.4569 | 0.8465 |
Largest Winning Trade | 285904 | 285904 | 59965 | 93330 | 93330 | 52898 |
Largest Losing Trade | -52400 | -23159 | -52400 | -62404 | -25750 | -62404 |
Avg Bars in Trades | 21 | 15 | 26 | 21 | 15 | 26 |
Avg Bars in Winners | 24 | 17 | 31 | 24 | 17 | 31 |
Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
Bars Traded | 6699 | 2542 | 4157 | 6699 | 2542 | 4157 |
Profit Streak | 39.2295 | 39.2295 | 44.2295 | 39.2295 | 39.2295 | 44.2295 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477379 | 435606 | -163961 | -125364 | -142330 | -217020 |
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{ "first_band": { "type": "vwma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 34, "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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