Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1691211.4667 | 134570.7032 | -1825782.1699 | 3990574.3596 | -44963660.5097 | 48954234.8693 |
Total P&L (%) | -1691.2115 | 134.5707 | -1825.7822 | 3990.5744 | -44963.6605 | 48954.2349 |
Avg Daily Profit (%) | -0.8611 | 0.0685 | -0.9296 | 0.1891 | 0 | 0.316 |
Buy And Hold Return (%) | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 |
Max Trade Drawdown | -2003658 | -96264 | -1982491 | -55226070 | -46755350 | -21767506 |
Profit Factor | 0.3027 | 1.5512 | 0.163 | 1.0345 | 0.2491 | 1.8795 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 63 | 33 | 30 | 59 | 30 | 29 |
Losing Trades | 31 | 14 | 17 | 35 | 17 | 18 |
Profitability (%) | 67.0213 | 70.2128 | 63.8298 | 62.766 | 63.8298 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.149 | 0.6581 | 0.0924 | 0.6137 | 0.1411 | 1.1666 |
Largest Winning Trade | 50086 | 37401 | 50086 | 90699339 | 6159686 | 90699339 |
Largest Losing Trade | -1633410 | -63449 | -1633410 | -18841561 | -18841561 | -14838636 |
Avg Bars in Trades | 60 | 63 | 58 | 60 | 63 | 58 |
Avg Bars in Winners | 31 | 33 | 28 | 35 | 36 | 33 |
Avg Bars in Losers | 120 | 132 | 110 | 103 | 110 | 98 |
Bars Traded | 5701 | 2975 | 2726 | 5701 | 2975 | 2726 |
Profit Streak | 431.7807 | 431.7807 | 557.7807 | 431.7807 | 431.7807 | 557.7807 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576704 | -263986 | -577552 | -177340 | -578318 | 519646 |
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{ "first_band": { "type": "vwma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 119, "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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