Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2366884.9388 | -137788.9045 | -2229096.0342 | 307637.4924 | -5951122.5183 | 6258760.0106 |
Total P&L (%) | -2366.8849 | -137.7889 | -2229.096 | 307.6375 | -5951.1225 | 6258.76 |
Avg Daily Profit (%) | -1.3256 | -0.0772 | -1.2484 | 0.0787 | 0 | 0.2328 |
Buy And Hold Return (%) | 294.016 | 294.016 | 294.016 | 294.016 | 294.016 | 294.016 |
Max Trade Drawdown | -2511237 | -231133 | -2323279 | -23787051 | -11429693 | -14832326 |
Profit Factor | 0.1614 | 0.5889 | 0.1038 | 1.0098 | 0.5152 | 1.3301 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 72.3684 | 68.4211 | 76.3158 | 72.3684 | 68.4211 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.0616 | 0.2718 | 0.0322 | 0.3856 | 0.2378 | 0.4128 |
Largest Winning Trade | 24142 | 19573 | 24142 | 21762071 | 2874177 | 21762071 |
Largest Losing Trade | -1139666 | -66641 | -1139666 | -14832326 | -6108791 | -14832326 |
Avg Bars in Trades | 45 | 54 | 36 | 45 | 54 | 36 |
Avg Bars in Winners | 15 | 15 | 14 | 19 | 19 | 20 |
Avg Bars in Losers | 124 | 138 | 105 | 112 | 130 | 88 |
Bars Traded | 3451 | 2070 | 1381 | 3451 | 2070 | 1381 |
Profit Streak | 32.8939 | 140.8939 | 32.8939 | 32.8939 | 140.8939 | 32.8939 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -629876 | -576930 | -576357 | -499654 | -576930 | 408219 |
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{ "first_band": { "type": "vwma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 100, "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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