Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160801.6861 | 76560.61 | 84241.0761 | 91850.3676 | 34601.2024 | 57249.1652 |
Total P&L (%) | 160.8017 | 76.5606 | 84.2411 | 91.8504 | 34.6012 | 57.2492 |
Avg Daily Profit (%) | 0.1737 | 0.0827 | 0.091 | 0.0704 | 0.0321 | 0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77782 | -36439 | -65127 | -256903 | -138719 | -210974 |
Profit Factor | 1.3894 | 1.3964 | 1.3833 | 1.0948 | 1.0743 | 1.1138 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 47.8723 | 42.5532 | 53.1915 | 47.8723 | 42.5532 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.5129 | 1.8851 | 1.2173 | 1.1921 | 1.4503 | 0.9801 |
Largest Winning Trade | 73747 | 73747 | 42039 | 103332 | 103332 | 90499 |
Largest Losing Trade | -32952 | -19261 | -32952 | -83633 | -83633 | -81562 |
Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Winners | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 3612 | 1554 | 2058 | 3612 | 1554 | 2058 |
Profit Streak | 17.2996 | 0 | 25.0496 | 17.2996 | 0 | 25.0496 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328677 | -83569 | -69844 | -215220 | -294358 | -224465 |
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{ "first_band": { "type": "vwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 25, "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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