Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276117.3533 | 264227.3972 | 11889.9561 | 75784.1761 | 46958.3178 | 28825.8583 |
Total P&L (%) | 276.1174 | 264.2274 | 11.89 | 75.7842 | 46.9583 | 28.8259 |
Avg Daily Profit (%) | 0.2265 | 0.2167 | 0.0098 | 0.0463 | 0.0316 | 0.0208 |
Buy And Hold Return (%) | 41.1417 | 41.1417 | 41.1417 | 41.1417 | 41.1417 | 41.1417 |
Max Trade Drawdown | -89178 | -65746 | -81196 | -233531 | -232973 | -173285 |
Profit Factor | 1.4824 | 2.0117 | 1.0382 | 1.0628 | 1.0901 | 1.0421 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 46.087 | 41.3793 | 50.8772 | 46.087 | 41.3793 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.7341 | 2.8498 | 1.0024 | 1.2433 | 1.5443 | 1.0062 |
Largest Winning Trade | 143305 | 143305 | 50314 | 127540 | 87807 | 127540 |
Largest Losing Trade | -47283 | -21528 | -47283 | -106643 | -59323 | -106643 |
Avg Bars in Trades | 123 | 109 | 137 | 123 | 109 | 137 |
Avg Bars in Winners | 158 | 134 | 178 | 158 | 134 | 178 |
Avg Bars in Losers | 93 | 91 | 96 | 93 | 91 | 96 |
Bars Traded | 14209 | 6346 | 7863 | 14209 | 6346 | 7863 |
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 | 314928 | -172206 | -704023 | -291676 | -576233 | -685048 |
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{ "first_band": { "type": "vwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "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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