Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -821111.6752 | 42757.8773 | -863869.5524 | 443996.608 | -8464056.9007 | 8908053.5087 |
Total P&L (%) | -821.1117 | 42.7579 | -863.8696 | 443.9966 | -8464.0569 | 8908.0535 |
Avg Daily Profit (%) | -0.4355 | 0.0227 | -0.4582 | 0.0899 | 0 | 0.239 |
Buy And Hold Return (%) | 329.8474 | 329.8474 | 329.8474 | 329.8474 | 329.8474 | 329.8474 |
Max Trade Drawdown | -953542 | -146739 | -937898 | -8360482 | -8741592 | -2563824 |
Profit Factor | 0.3844 | 1.1832 | 0.215 | 1.0284 | 0.2448 | 3.0225 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 79 | 41 | 38 | 61 | 31 | 30 |
Losing Trades | 13 | 5 | 8 | 31 | 15 | 16 |
Profitability (%) | 85.8696 | 89.1304 | 82.6087 | 66.3043 | 67.3913 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.0633 | 0.1443 | 0.0453 | 0.5226 | 0.1184 | 1.612 |
Largest Winning Trade | 30269 | 30269 | 21471 | 10877172 | 683054 | 10877172 |
Largest Losing Trade | -735929 | -67819 | -735929 | -5829497 | -5829497 | -1140568 |
Avg Bars in Trades | 38 | 49 | 27 | 38 | 49 | 27 |
Avg Bars in Winners | 14 | 17 | 11 | 15 | 16 | 14 |
Avg Bars in Losers | 184 | 311 | 106 | 84 | 118 | 53 |
Bars Traded | 3546 | 2276 | 1271 | 3546 | 2276 | 1271 |
Profit Streak | 66.6783 | 155.1783 | 66.6783 | 66.6783 | 155.1783 | 66.6783 |
Trades During Streak | 9 | 8 | 4 | 9 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574164 | -342630 | -574847 | -317732 | -576948 | 644567 |
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{ "first_band": { "type": "wma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 208, "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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