Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276846.423 | 552208.4812 | -275362.0582 | -103848.299 | 2185472.7327 | -2289321.0317 |
Total P&L (%) | 276.8464 | 552.2085 | -275.3621 | -103.8483 | 2185.4727 | -2289.321 |
Avg Daily Profit (%) | 0.1195 | 0.2383 | -0.1188 | 0 | 0.1351 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -512460 | -168135 | -416041 | -3580071 | -481943 | -3687863 |
Profit Factor | 1.2419 | 2.6168 | 0.6571 | 0.9816 | 2.8972 | 0.4892 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 41 | 21 | 20 | 44 | 23 | 21 |
Losing Trades | 34 | 17 | 17 | 31 | 15 | 16 |
Profitability (%) | 54.6667 | 55.2632 | 54.0541 | 58.6667 | 60.5263 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.0298 | 2.1183 | 0.5586 | 0.6916 | 1.8895 | 0.3727 |
Largest Winning Trade | 235231 | 235231 | 68103 | 1429850 | 1429850 | 991508 |
Largest Losing Trade | -151302 | -43420 | -151302 | -2486801 | -335088 | -2486801 |
Avg Bars in Trades | 111 | 74 | 148 | 111 | 74 | 148 |
Avg Bars in Winners | 112 | 62 | 165 | 89 | 71 | 109 |
Avg Bars in Losers | 109 | 89 | 129 | 142 | 79 | 200 |
Bars Traded | 8336 | 2837 | 5499 | 8336 | 2837 | 5499 |
Profit Streak | 0 | 0 | 290.92 | 68.67 | 114.92 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94193 | 505823 | -579278 | -640096 | -4764 | -579896 |
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{ "first_band": { "type": "vwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 137, "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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