Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608188.4544 | 468555.9478 | 139632.5066 | 899920.0375 | 914934.9906 | -15014.9531 |
Total P&L (%) | 608.1885 | 468.5559 | 139.6325 | 899.92 | 914.935 | -15.015 |
Avg Daily Profit (%) | 0.265 | 0.2042 | 0.0608 | 0.1004 | 0.101 | -0.0071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101716 | -122452 | -101208 | -376335 | -293188 | -303431 |
Profit Factor | 1.9917 | 2.5324 | 1.454 | 1.5038 | 2.1297 | 0.9846 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 37.931 | 31.8182 | 44.186 | 37.931 | 31.8182 | 44.186 |
Ratio Avg Win / Avg Loss | 3.2591 | 5.4266 | 1.8367 | 2.4607 | 4.5635 | 1.2437 |
Largest Winning Trade | 203653 | 203653 | 65108 | 589053 | 589053 | 268926 |
Largest Losing Trade | -27244 | -21652 | -27244 | -247538 | -128796 | -247538 |
Avg Bars in Trades | 151 | 118 | 184 | 151 | 118 | 184 |
Avg Bars in Winners | 269 | 220 | 305 | 269 | 220 | 305 |
Avg Bars in Losers | 78 | 71 | 88 | 78 | 71 | 88 |
Bars Traded | 13161 | 5223 | 7938 | 13161 | 5223 | 7938 |
Profit Streak | 49.5609 | 245.8942 | 0 | 49.5609 | 245.8942 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305290 | 245715 | -111757 | -60010 | -59295 | -581321 |
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{ "first_band": { "type": "vwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 76, "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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