Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422096.9937 | 393079.1081 | 29017.8856 | 161869.6456 | 456689.4442 | -294819.7986 |
Total P&L (%) | 422.097 | 393.0791 | 29.0179 | 161.8696 | 456.6894 | -294.8198 |
Avg Daily Profit (%) | 0.3467 | 0.3229 | 0.0238 | 0.0791 | 0.1411 | 0 |
Buy And Hold Return (%) | 23.6981 | 23.6981 | 23.6981 | 23.6981 | 23.6981 | 23.6981 |
Max Trade Drawdown | -201919 | -150485 | -65242 | -2610456 | -1780181 | -921858 |
Profit Factor | 1.8943 | 2.3643 | 1.1578 | 1.0398 | 1.181 | 0.8092 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 48.7805 | 39.0244 | 58.5366 | 48.7805 | 39.0244 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.989 | 3.6942 | 0.8201 | 1.0918 | 1.8453 | 0.5732 |
Largest Winning Trade | 306861 | 306861 | 30924 | 1567511 | 1567511 | 137980 |
Largest Losing Trade | -32361 | -29152 | -32361 | -693335 | -419929 | -693335 |
Avg Bars in Trades | 85 | 111 | 60 | 85 | 111 | 60 |
Avg Bars in Winners | 102 | 171 | 55 | 102 | 171 | 55 |
Avg Bars in Losers | 69 | 72 | 66 | 69 | 72 | 66 |
Bars Traded | 7020 | 4554 | 2466 | 7020 | 4554 | 2466 |
Profit Streak | 15.2534 | 0 | 18.0867 | 15.2534 | 0 | 18.0867 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 136919 | 321905 | -302962 | -272878 | -29207 | -578160 |
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{ "first_band": { "type": "wma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 144, "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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