Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1446448.2429 | 1328226.8264 | 118221.4165 | 1538644.6753 | 483790.9197 | 1054853.7556 |
Total P&L (%) | 1446.4482 | 1328.2268 | 118.2214 | 1538.6447 | 483.7909 | 1054.8538 |
Avg Daily Profit (%) | 0.7752 | 0.7118 | 0.0634 | 0.15 | 0.0946 | 0.1312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129496 | -113918 | -69666 | -1192789 | -1080930 | -564243 |
Profit Factor | 3.2624 | 5.155 | 1.3698 | 1.3221 | 1.1868 | 1.4822 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 46.1538 | 42.3077 | 50 | 46.1538 | 42.3077 | 50 |
Ratio Avg Win / Avg Loss | 3.8061 | 7.0295 | 1.3698 | 1.5425 | 1.6184 | 1.4822 |
Largest Winning Trade | 1212867 | 1212867 | 62632 | 842752 | 842752 | 602197 |
Largest Losing Trade | -37621 | -21757 | -37621 | -289624 | -240410 | -289624 |
Avg Bars in Trades | 69 | 55 | 83 | 69 | 55 | 83 |
Avg Bars in Winners | 95 | 72 | 114 | 95 | 72 | 114 |
Avg Bars in Losers | 47 | 44 | 51 | 47 | 44 | 51 |
Bars Traded | 7235 | 2911 | 4324 | 7235 | 2911 | 4324 |
Profit Streak | 20.0894 | 0 | 51.0894 | 20.0894 | 0 | 51.0894 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 666943 | -162726 | -286887 | 296806 | -263613 | -195328 |
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{ "first_band": { "type": "vwma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 67, "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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