Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1625721.692 | 1477148.2886 | 148573.4034 | 19937474.427 | 19123211.3112 | 814263.1158 |
Total P&L (%) | 1625.7217 | 1477.1483 | 148.5734 | 19937.4744 | 19123.2113 | 814.2631 |
Avg Daily Profit (%) | 0.7432 | 0.6753 | 0.0679 | 0.2426 | 0.2407 | 0.1012 |
Buy And Hold Return (%) | 577.3454 | 577.3454 | 577.3454 | 577.3454 | 577.3454 | 577.3454 |
Max Trade Drawdown | -110206 | -89580 | -75737 | -7231582 | -4080521 | -4200589 |
Profit Factor | 3.7569 | 5.5028 | 1.5679 | 1.8212 | 2.4073 | 1.0762 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 34.7368 | 27.0833 | 42.5532 | 34.7368 | 27.0833 | 42.5532 |
Ratio Avg Win / Avg Loss | 7.0584 | 14.8151 | 2.1166 | 3.4217 | 6.4813 | 1.4528 |
Largest Winning Trade | 535859 | 535859 | 65509 | 13899366 | 13899366 | 2931383 |
Largest Losing Trade | -26590 | -26590 | -24276 | -2894644 | -2141457 | -2894644 |
Avg Bars in Trades | 135 | 105 | 167 | 135 | 105 | 167 |
Avg Bars in Winners | 251 | 237 | 259 | 251 | 237 | 259 |
Avg Bars in Losers | 74 | 55 | 98 | 74 | 55 | 98 |
Bars Traded | 12900 | 5044 | 7856 | 12900 | 5044 | 7856 |
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 | 381851 | -4061 | -268000 | 222289 | -7849 | -235084 |
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{ "first_band": { "type": "vwma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 39, "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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