Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478751.2802 | 282332.7045 | 196418.5757 | 1329208.4985 | 752030.7496 | 577177.7489 |
Total P&L (%) | 478.7513 | 282.3327 | 196.4186 | 1329.2085 | 752.0308 | 577.1777 |
Avg Daily Profit (%) | 0.2845 | 0.1678 | 0.1167 | 0.1582 | 0.1274 | 0.1137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71481 | -105279 | -54210 | -1566482 | -858110 | -1157361 |
Profit Factor | 1.9555 | 2.0146 | 1.8817 | 1.2636 | 1.2952 | 1.2313 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 38.843 | 34.4262 | 43.3333 | 38.843 | 34.4262 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.0789 | 3.8373 | 2.4607 | 1.9895 | 2.4671 | 1.6102 |
Largest Winning Trade | 147001 | 147001 | 52192 | 1049265 | 1049265 | 434959 |
Largest Losing Trade | -17845 | -17845 | -17422 | -517139 | -517139 | -256938 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 72 | 70 | 74 | 72 | 70 | 74 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 4950 | 2261 | 2689 | 4950 | 2261 | 2689 |
Profit Streak | 41.7685 | 41.7685 | 50.1019 | 41.7685 | 41.7685 | 50.1019 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324964 | -156290 | -204833 | 202397 | -188846 | -211199 |
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{ "first_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 13, "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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