Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173073.9091 | 154695.5212 | 18378.3879 | -725289.3566 | 1465210.6584 | -2190500.015 |
Total P&L (%) | 173.0739 | 154.6955 | 18.3784 | -725.2894 | 1465.2107 | -2190.5 |
Avg Daily Profit (%) | 0.1085 | 0.097 | 0.0115 | 0 | 0.1727 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228703 | -92117 | -241031 | -3009721 | -397541 | -3497543 |
Profit Factor | 1.3364 | 1.7723 | 1.0585 | 0.8599 | 2.2844 | 0.4575 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 18 | 26 | 44 | 20 | 24 |
Losing Trades | 26 | 17 | 9 | 26 | 15 | 11 |
Profitability (%) | 62.8571 | 51.4286 | 74.2857 | 62.8571 | 57.1429 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.7897 | 1.6738 | 0.3664 | 0.5081 | 1.7133 | 0.2097 |
Largest Winning Trade | 57867 | 57867 | 47743 | 412534 | 412534 | 290376 |
Largest Losing Trade | -195529 | -47230 | -195529 | -2117522 | -378014 | -2117522 |
Avg Bars in Trades | 41 | 45 | 36 | 41 | 45 | 36 |
Avg Bars in Winners | 32 | 28 | 34 | 35 | 37 | 33 |
Avg Bars in Losers | 55 | 64 | 39 | 50 | 57 | 42 |
Bars Traded | 2870 | 1605 | 1265 | 2870 | 1605 | 1265 |
Profit Streak | 0 | 152.1853 | 0 | 76.6853 | 0 | 106.1853 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146274 | -59337 | -340132 | -677053 | 470494 | -577818 |
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{ "first_band": { "type": "vwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 168, "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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