Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949632.7951 | 624941.2819 | 324691.5132 | 9611757.9354 | 4576333.4373 | 5035424.4981 |
Total P&L (%) | 949.6328 | 624.9413 | 324.6915 | 9611.7579 | 4576.3334 | 5035.4245 |
Avg Daily Profit (%) | 0.5397 | 0.3551 | 0.1845 | 0.2604 | 0.2188 | 0.2241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142074 | -61726 | -98418 | -8726153 | -3335433 | -5705615 |
Profit Factor | 2.3041 | 2.879 | 1.8208 | 1.3947 | 1.439 | 1.3615 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 63.4921 | 57.1429 | 69.8413 | 63.4921 | 57.1429 | 69.8413 |
Ratio Avg Win / Avg Loss | 1.3249 | 2.1593 | 0.7863 | 0.802 | 1.0793 | 0.5879 |
Largest Winning Trade | 392490 | 392490 | 59317 | 3118994 | 2423942 | 3118994 |
Largest Losing Trade | -45946 | -24727 | -45946 | -2288435 | -1657804 | -2288435 |
Avg Bars in Trades | 40 | 29 | 52 | 40 | 29 | 52 |
Avg Bars in Winners | 41 | 26 | 54 | 41 | 26 | 54 |
Avg Bars in Losers | 39 | 33 | 48 | 39 | 33 | 48 |
Bars Traded | 5165 | 1841 | 3324 | 5165 | 1841 | 3324 |
Profit Streak | 15.468 | 0 | 170.468 | 15.468 | 0 | 170.468 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607761 | -130616 | -134475 | 367745 | -136345 | -135604 |
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{ "first_band": { "type": "vwma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 44, "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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