Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6873814.4614 | -10593.5038 | -6863220.9576 | -1308778.4205 | 11918128.6588 | -13226907.0793 |
Total P&L (%) | -6873.8145 | -10.5935 | -6863.221 | -1308.7784 | 11918.1287 | -13226.9071 |
Avg Daily Profit (%) | -3.5017 | -0.0054 | -3.4963 | 0 | 0.2443 | 0 |
Buy And Hold Return (%) | 1682.0573 | 1682.0573 | 1682.0573 | 1682.0573 | 1682.0573 | 1682.0573 |
Max Trade Drawdown | -7095562 | -152332 | -7012005 | -24967049 | -8784816 | -24181713 |
Profit Factor | 0.0644 | 0.957 | 0.0334 | 0.9704 | 2.0617 | 0.5994 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 20 | 23 | 48 | 28 | 20 |
Losing Trades | 34 | 19 | 15 | 29 | 11 | 18 |
Profitability (%) | 55.8442 | 51.2821 | 60.5263 | 62.3377 | 71.7949 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.0509 | 0.9092 | 0.0218 | 0.5863 | 0.81 | 0.5395 |
Largest Winning Trade | 40399 | 34383 | 40399 | 11045485 | 11045485 | 6913511 |
Largest Losing Trade | -6856845 | -56732 | -6856845 | -20667785 | -4879814 | -20667785 |
Avg Bars in Trades | 148 | 124 | 172 | 148 | 124 | 172 |
Avg Bars in Winners | 99 | 76 | 120 | 169 | 141 | 207 |
Avg Bars in Losers | 209 | 174 | 252 | 113 | 79 | 133 |
Bars Traded | 11397 | 4843 | 6554 | 11397 | 4843 | 6554 |
Profit Streak | 0 | 0 | 593.6608 | 390.8274 | 589.6608 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -626020 | -580591 | -578066 | -624592 | 494534 | -580423 |
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{ "first_band": { "type": "vwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 237, "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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