Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429613.7144 | 363519.9264 | 66093.788 | 868741.9336 | 741134.1625 | 127607.7712 |
Total P&L (%) | 429.6137 | 363.5199 | 66.0938 | 868.7419 | 741.1342 | 127.6078 |
Avg Daily Profit (%) | 0.4124 | 0.349 | 0.0635 | 0.2182 | 0.2046 | 0.079 |
Buy And Hold Return (%) | 134.7912 | 134.7912 | 134.7912 | 134.7912 | 134.7912 | 134.7912 |
Max Trade Drawdown | -50138 | -30300 | -43720 | -262075 | -174242 | -175394 |
Profit Factor | 2.5252 | 4.2228 | 1.3913 | 1.8448 | 2.9422 | 1.1973 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 46.5753 | 47.2222 | 45.9459 | 46.5753 | 47.2222 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.8965 | 4.7196 | 1.6369 | 2.1161 | 3.2883 | 1.4086 |
Largest Winning Trade | 256911 | 256911 | 30419 | 469217 | 469217 | 170722 |
Largest Losing Trade | -27979 | -14001 | -27979 | -175394 | -60092 | -175394 |
Avg Bars in Trades | 329 | 318 | 340 | 329 | 318 | 340 |
Avg Bars in Winners | 508 | 503 | 513 | 508 | 503 | 513 |
Avg Bars in Losers | 173 | 152 | 194 | 173 | 152 | 194 |
Bars Traded | 24069 | 11454 | 12615 | 24069 | 11454 | 12615 |
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 | -66303 | 419634 | -273802 | -66284 | 418051 | -258325 |
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{ "first_band": { "type": "vwma", "factors": { "length": 169, "offset": 213 } }, "second_band": { "type": "wma", "factors": { "length": 224, "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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