Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72573.5331 | 84132.9507 | -11559.4177 | 7142.8805 | 75975.1034 | -68832.2229 |
Total P&L (%) | 72.5735 | 84.133 | -11.5594 | 7.1429 | 75.9751 | -68.8322 |
Avg Daily Profit (%) | 0.1393 | 0.1615 | -0.0222 | 0.0132 | 0.1086 | -0.2236 |
Buy And Hold Return (%) | 25.413 | 25.413 | 25.413 | 25.413 | 25.413 | 25.413 |
Max Trade Drawdown | -62768 | -22660 | -64054 | -114044 | -23542 | -115913 |
Profit Factor | 1.2527 | 1.896 | 0.9402 | 1.0193 | 1.7475 | 0.7434 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 65.4321 | 65 | 65.8537 | 65.4321 | 65 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.6618 | 1.0209 | 0.4875 | 0.5385 | 0.941 | 0.3855 |
Largest Winning Trade | 39869 | 39869 | 17950 | 22847 | 22847 | 22062 |
Largest Losing Trade | -47503 | -25981 | -47503 | -60190 | -20172 | -60190 |
Avg Bars in Trades | 303 | 293 | 312 | 303 | 293 | 312 |
Avg Bars in Winners | 218 | 210 | 224 | 218 | 210 | 224 |
Avg Bars in Losers | 464 | 447 | 481 | 464 | 447 | 481 |
Bars Traded | 24562 | 11743 | 12819 | 24562 | 11743 | 12819 |
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 | -26696 | 300582 | -579255 | -556441 | -49223 | -579255 |
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{ "first_band": { "type": "vwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 117, "offset": 239 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 117, "offset": 239 } } }
# | 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) |
---|