Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399402.1275 | 394344.4488 | 5057.6787 | 67348.5696 | 27646.3392 | 39702.2304 |
Total P&L (%) | 399.4021 | 394.3444 | 5.0577 | 67.3486 | 27.6463 | 39.7022 |
Avg Daily Profit (%) | 0.1699 | 0.1677 | 0.0022 | 0.0219 | 0.0104 | 0.0142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191465 | -46464 | -146938 | -73701 | -56785 | -44308 |
Profit Factor | 1.5357 | 2.1808 | 1.0123 | 1.1533 | 1.1193 | 1.1913 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 50.9091 | 50.9091 | 50.9091 | 50.9091 | 50.9091 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.4808 | 2.1029 | 0.9761 | 1.1122 | 1.0794 | 1.1488 |
Largest Winning Trade | 238430 | 238430 | 66955 | 62127 | 62127 | 27610 |
Largest Losing Trade | -57153 | -30764 | -57153 | -44308 | -43411 | -44308 |
Avg Bars in Trades | 40 | 48 | 33 | 40 | 48 | 33 |
Avg Bars in Winners | 48 | 56 | 40 | 48 | 56 | 40 |
Avg Bars in Losers | 33 | 39 | 26 | 33 | 39 | 26 |
Bars Traded | 4497 | 2647 | 1849 | 4497 | 2647 | 1849 |
Profit Streak | 13.3424 | 0 | 148.3424 | 13.3424 | 0 | 148.3424 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356468 | -168443 | -742981 | -214614 | -451470 | -364778 |
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{ "first_band": { "type": "pwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 119, "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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