Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868473.2465 | 719899.5984 | 148573.6482 | 1802956.1251 | 204855.9831 | 1598100.1419 |
Total P&L (%) | 868.4732 | 719.8996 | 148.5736 | 1802.9561 | 204.856 | 1598.1001 |
Avg Daily Profit (%) | 0.3578 | 0.2966 | 0.0612 | 0.1215 | 0.0459 | 0.1168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130098 | -73002 | -128428 | -4007953 | -2962909 | -1568654 |
Profit Factor | 2.2272 | 2.9334 | 1.443 | 1.1656 | 1.0333 | 1.3374 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 36.0656 | 32.7869 | 39.3443 | 36.0656 | 32.7869 | 39.3443 |
Ratio Avg Win / Avg Loss | 3.9482 | 6.0135 | 2.2247 | 2.0662 | 2.1182 | 2.0619 |
Largest Winning Trade | 354393 | 354393 | 65621 | 1605640 | 1605640 | 1247616 |
Largest Losing Trade | -38582 | -29264 | -38582 | -746164 | -746164 | -575697 |
Avg Bars in Trades | 76 | 70 | 83 | 76 | 70 | 83 |
Avg Bars in Winners | 151 | 144 | 158 | 151 | 144 | 158 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 9382 | 4292 | 5090 | 9382 | 4292 | 5090 |
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 | 307085 | -154187 | -275216 | -72836 | -483003 | -201389 |
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{ "first_band": { "type": "pwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 10, "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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