Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125329.1634 | 86497.288 | 38831.8755 | 128423.6606 | 116756.4445 | 11667.2161 |
Total P&L (%) | 125.3292 | 86.4973 | 38.8319 | 128.4237 | 116.7564 | 11.6672 |
Avg Daily Profit (%) | 0.4706 | 0.3248 | 0.1458 | 0.3107 | 0.2909 | 0.0414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57642 | -21743 | -66026 | -105257 | -36824 | -127112 |
Profit Factor | 1.6151 | 2.0273 | 1.3248 | 1.4336 | 2.0441 | 1.0633 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.9878 | 2.4951 | 1.6306 | 1.7645 | 2.5159 | 1.3087 |
Largest Winning Trade | 47372 | 47372 | 24103 | 54510 | 54510 | 31979 |
Largest Losing Trade | -16742 | -11567 | -16742 | -31004 | -14235 | -31004 |
Avg Bars in Trades | 209 | 221 | 197 | 209 | 221 | 197 |
Avg Bars in Winners | 318 | 344 | 292 | 318 | 344 | 292 |
Avg Bars in Losers | 121 | 121 | 120 | 121 | 121 | 120 |
Bars Traded | 12152 | 6422 | 5730 | 12152 | 6422 | 5730 |
Profit Streak | 276.2678 | 276.2678 | 289.9344 | 276.2678 | 276.2678 | 289.9344 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168547 | 348692 | -1460 | -170960 | 339439 | -404455 |
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{ "first_band": { "type": "vwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 73, "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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