Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89990.1686 | 41279.3741 | 48710.7945 | 52839.4371 | 14996.2376 | 37843.1995 |
Total P&L (%) | 89.9902 | 41.2794 | 48.7108 | 52.8394 | 14.9962 | 37.8432 |
Avg Daily Profit (%) | 0.176 | 0.0807 | 0.0953 | 0.083 | 0.0273 | 0.0628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82106 | -72442 | -44985 | -112812 | -89977 | -51111 |
Profit Factor | 1.2219 | 1.2081 | 1.2351 | 1.1073 | 1.0605 | 1.1548 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 66.8421 | 64.2105 | 69.4737 | 66.8421 | 64.2105 | 69.4737 |
Ratio Avg Win / Avg Loss | 0.6061 | 0.6734 | 0.5427 | 0.5493 | 0.5911 | 0.5074 |
Largest Winning Trade | 23257 | 23257 | 10614 | 16943 | 16943 | 14501 |
Largest Losing Trade | -35684 | -24085 | -35684 | -37742 | -37742 | -36177 |
Avg Bars in Trades | 126 | 132 | 121 | 126 | 132 | 121 |
Avg Bars in Winners | 79 | 78 | 80 | 79 | 78 | 80 |
Avg Bars in Losers | 222 | 229 | 214 | 222 | 229 | 214 |
Bars Traded | 24095 | 12596 | 11499 | 24095 | 12596 | 11499 |
Profit Streak | 24.7511 | 24.7511 | 25.0011 | 24.7511 | 24.7511 | 25.0011 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339814 | -87168 | -66284 | -183330 | -320097 | -160482 |
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{ "first_band": { "type": "vwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 227, "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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