Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1682213.9782 | 1658216.9676 | 23997.0106 | 981716.8763 | 2911891.9981 | -1930175.1218 |
Total P&L (%) | 1682.214 | 1658.217 | 23.997 | 981.7169 | 2911.892 | -1930.1751 |
Avg Daily Profit (%) | 0.7428 | 0.7322 | 0.0106 | 0.1052 | 0.1505 | 0 |
Buy And Hold Return (%) | 319.2308 | 319.2308 | 319.2308 | 319.2308 | 319.2308 | 319.2308 |
Max Trade Drawdown | -187564 | -103007 | -151206 | -4143114 | -1242376 | -3369917 |
Profit Factor | 3.652 | 6.6149 | 1.0708 | 1.1139 | 1.8991 | 0.6414 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 39.726 | 35.1351 | 44.4444 | 39.726 | 35.1351 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.5409 | 12.2121 | 1.3385 | 1.69 | 3.5061 | 0.8018 |
Largest Winning Trade | 1287874 | 1287874 | 55746 | 2334905 | 2334905 | 947516 |
Largest Losing Trade | -53448 | -34583 | -53448 | -2232452 | -481532 | -2232452 |
Avg Bars in Trades | 117 | 92 | 143 | 117 | 92 | 143 |
Avg Bars in Winners | 199 | 140 | 247 | 199 | 140 | 247 |
Avg Bars in Losers | 64 | 66 | 60 | 64 | 66 | 60 |
Bars Traded | 8595 | 3420 | 5175 | 8595 | 3420 | 5175 |
Profit Streak | 0 | 0 | 326.869 | 0 | 0 | 326.869 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61943 | 508881 | -487935 | -229609 | 196005 | -581595 |
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{ "first_band": { "type": "vwma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 149, "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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