Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373150.9113 | 1340076.1638 | 33074.7475 | 877103.753 | 1702507.6173 | -825403.8643 |
Total P&L (%) | 1373.1509 | 1340.0762 | 33.0747 | 877.1038 | 1702.5076 | -825.4039 |
Avg Daily Profit (%) | 0.6069 | 0.5923 | 0.0146 | 0.1008 | 0.1279 | 0 |
Buy And Hold Return (%) | 193.9709 | 193.9709 | 193.9709 | 193.9709 | 193.9709 | 193.9709 |
Max Trade Drawdown | -177562 | -95604 | -181242 | -1381054 | -748188 | -1526549 |
Profit Factor | 2.4832 | 4.1055 | 1.0669 | 1.1391 | 1.6214 | 0.7685 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 42.3358 | 36.2319 | 48.5294 | 42.3358 | 36.2319 | 48.5294 |
Ratio Avg Win / Avg Loss | 3.3823 | 7.2256 | 1.1316 | 1.5515 | 2.8537 | 0.8151 |
Largest Winning Trade | 988958 | 988958 | 48764 | 1179197 | 1179197 | 367694 |
Largest Losing Trade | -71094 | -30854 | -71094 | -705683 | -278724 | -705683 |
Avg Bars in Trades | 94 | 72 | 116 | 94 | 72 | 116 |
Avg Bars in Winners | 142 | 107 | 168 | 142 | 107 | 168 |
Avg Bars in Losers | 58 | 51 | 67 | 58 | 51 | 67 |
Bars Traded | 12886 | 4977 | 7909 | 12886 | 4977 | 7909 |
Profit Streak | 0 | 0 | 143.0696 | 0 | 0 | 143.0696 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490690 | -88844 | -594692 | -128777 | -126119 | -689456 |
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{ "first_band": { "type": "vwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 51, "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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