Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2862654.2379 | 2821439.0804 | 41215.1575 | 29668800.8987 | 41667028.3579 | -11998227.4592 |
Total P&L (%) | 2862.6542 | 2821.4391 | 41.2152 | 29668.8009 | 41667.0284 | -11998.2275 |
Avg Daily Profit (%) | 1.26 | 1.2418 | 0.0181 | 0.251 | 0.266 | 0 |
Buy And Hold Return (%) | 9488.7955 | 9488.7955 | 9488.7955 | 9488.7955 | 9488.7955 | 9488.7955 |
Max Trade Drawdown | -62038 | -40279 | -74655 | -26863417 | -14050701 | -28956990 |
Profit Factor | 8.5192 | 16.6413 | 1.2057 | 1.3282 | 2.0005 | 0.7539 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 8.5192 | 17.7507 | 1.1304 | 1.3282 | 2.1338 | 0.7068 |
Largest Winning Trade | 2068491 | 2068491 | 53810 | 32285533 | 32285533 | 9152633 |
Largest Losing Trade | -36593 | -36593 | -29740 | -14050701 | -14050701 | -12812715 |
Avg Bars in Trades | 69 | 72 | 66 | 69 | 72 | 66 |
Avg Bars in Winners | 92 | 100 | 84 | 92 | 100 | 84 |
Avg Bars in Losers | 46 | 45 | 48 | 46 | 45 | 48 |
Bars Traded | 4307 | 2234 | 2073 | 4307 | 2234 | 2073 |
Profit Streak | 0 | 232.5145 | 0 | 0 | 232.5145 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -302184 | -143011 | -334720 | -152768 | 403785 | -580608 |
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{ "first_band": { "type": "pwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 40, "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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