Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279808.3425 | 53766.2589 | 226042.0837 | 366781.5003 | 125224.4775 | 241557.0228 |
Total P&L (%) | 279.8083 | 53.7663 | 226.0421 | 366.7815 | 125.2245 | 241.557 |
Avg Daily Profit (%) | 0.1842 | 0.0354 | 0.1488 | 0.1015 | 0.0535 | 0.0809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77311 | -58595 | -69051 | -925097 | -538122 | -885542 |
Profit Factor | 1.8592 | 1.3957 | 2.1911 | 1.1222 | 1.1084 | 1.1309 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 59.7015 | 55.8824 | 63.6364 | 59.7015 | 55.8824 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.255 | 1.1018 | 1.2521 | 0.7575 | 0.875 | 0.6462 |
Largest Winning Trade | 64971 | 50099 | 64971 | 383816 | 221437 | 383816 |
Largest Losing Trade | -42229 | -29657 | -42229 | -451020 | -250869 | -451020 |
Avg Bars in Trades | 63 | 34 | 92 | 63 | 34 | 92 |
Avg Bars in Winners | 78 | 40 | 111 | 78 | 40 | 111 |
Avg Bars in Losers | 41 | 27 | 58 | 41 | 27 | 58 |
Bars Traded | 4236 | 1180 | 3056 | 4236 | 1180 | 3056 |
Profit Streak | 0 | 0 | 68.1073 | 0 | 0 | 68.1073 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109838 | -145280 | 394785 | -265012 | -223753 | -160890 |
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{ "first_band": { "type": "vwma", "factors": { "length": 93, "offset": 17 } }, "second_band": { "type": "sinwma", "factors": { "length": 93, "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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