Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545799.4609 | 439533.317 | 106266.1439 | 59626.3175 | 109243.7504 | -49617.4329 |
Total P&L (%) | 545.7995 | 439.5333 | 106.2661 | 59.6263 | 109.2438 | -49.6174 |
Avg Daily Profit (%) | 0.3705 | 0.2984 | 0.0721 | 0.0318 | 0.0501 | -0.0465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134988 | -175292 | -79417 | -497901 | -634054 | -427456 |
Profit Factor | 1.2955 | 1.4563 | 1.1202 | 1.01 | 1.0355 | 0.9826 |
Total Trades | 648 | 324 | 324 | 648 | 324 | 324 |
Winning Trades | 231 | 101 | 130 | 231 | 101 | 130 |
Losing Trades | 417 | 223 | 194 | 417 | 223 | 194 |
Profitability (%) | 35.6481 | 31.1728 | 40.1235 | 35.6481 | 31.1728 | 40.1235 |
Ratio Avg Win / Avg Loss | 2.3386 | 3.2154 | 1.6717 | 1.8233 | 2.2862 | 1.4664 |
Largest Winning Trade | 357090 | 357090 | 39935 | 285549 | 285549 | 118059 |
Largest Losing Trade | -19414 | -18531 | -19414 | -104795 | -104795 | -85856 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 2 | 2 | 2 | 2 | 2 | 2 |
Bars Traded | 2926 | 1364 | 1562 | 2926 | 1364 | 1562 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314803 | 169453 | -186195 | -361439 | -312272 | -581535 |
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{ "first_band": { "type": "wma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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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