Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825074.9392 | 714057.1629 | 111017.7764 | 6555492.5884 | 5930935.5828 | 624557.0056 |
Total P&L (%) | 825.0749 | 714.0572 | 111.0178 | 6555.4926 | 5930.9356 | 624.557 |
Avg Daily Profit (%) | 0.3299 | 0.2855 | 0.0444 | 0.168 | 0.164 | 0.0792 |
Buy And Hold Return (%) | 773.7707 | 773.7707 | 773.7707 | 773.7707 | 773.7707 | 773.7707 |
Max Trade Drawdown | -83311 | -79635 | -52979 | -1293977 | -785005 | -544567 |
Profit Factor | 3.2281 | 4.1037 | 1.7916 | 3.8261 | 4.9908 | 1.7493 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 55.9322 | 51.7241 | 60 | 55.9322 | 51.7241 | 60 |
Ratio Avg Win / Avg Loss | 2.5434 | 3.8301 | 1.1944 | 3.0145 | 4.6581 | 1.1662 |
Largest Winning Trade | 296923 | 296923 | 41250 | 4147380 | 4147380 | 614266 |
Largest Losing Trade | -41967 | -41967 | -37866 | -785005 | -785005 | -461033 |
Avg Bars in Trades | 115 | 145 | 86 | 115 | 145 | 86 |
Avg Bars in Winners | 98 | 112 | 86 | 98 | 112 | 86 |
Avg Bars in Losers | 136 | 180 | 86 | 136 | 180 | 86 |
Bars Traded | 6804 | 4210 | 2594 | 6804 | 4210 | 2594 |
Profit Streak | 107.6663 | 142.9996 | 107.6663 | 107.6663 | 142.9996 | 107.6663 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -307604 | -149131 | -295301 | -163074 | 585316 | -248531 |
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{ "first_band": { "type": "wma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 173, "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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