Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72326.4693 | 49505.9876 | 22820.4817 | 38139.3439 | 49933.3535 | -11794.0096 |
Total P&L (%) | 72.3265 | 49.506 | 22.8205 | 38.1393 | 49.9334 | -11.794 |
Avg Daily Profit (%) | 0.2777 | 0.1901 | 0.0876 | 0.1241 | 0.1556 | -0.0482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59549 | -52620 | -72946 | -80290 | -49386 | -106754 |
Profit Factor | 1.2333 | 1.3752 | 1.1281 | 1.1045 | 1.3571 | 0.9476 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 65.1934 | 60 | 70.3297 | 65.1934 | 60 | 70.3297 |
Ratio Avg Win / Avg Loss | 0.6584 | 0.9168 | 0.4759 | 0.5897 | 0.9047 | 0.3998 |
Largest Winning Trade | 21200 | 15690 | 21200 | 17817 | 13104 | 17817 |
Largest Losing Trade | -38526 | -29404 | -38526 | -47975 | -28935 | -47975 |
Avg Bars in Trades | 134 | 124 | 143 | 134 | 124 | 143 |
Avg Bars in Winners | 91 | 94 | 87 | 91 | 94 | 87 |
Avg Bars in Losers | 215 | 169 | 276 | 215 | 169 | 276 |
Bars Traded | 24328 | 11227 | 13101 | 24328 | 11227 | 13101 |
Profit Streak | 7.1264 | 7.1264 | 7.1368 | 7.1264 | 7.1264 | 7.1368 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337848 | 191006 | -159874 | -133875 | 177783 | -578421 |
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{ "first_band": { "type": "vwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 231, "offset": 0 } } }
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# | 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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