Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165487.6288 | 65828.0816 | 99659.5471 | 223391.151 | 90410.0684 | 132981.0826 |
Total P&L (%) | 165.4876 | 65.8281 | 99.6595 | 223.3912 | 90.4101 | 132.9811 |
Avg Daily Profit (%) | 0.3177 | 0.1264 | 0.1913 | 0.2256 | 0.1237 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92025 | -55593 | -76650 | -80318 | -53788 | -50993 |
Profit Factor | 1.7194 | 1.5767 | 1.86 | 2.0568 | 1.7471 | 2.4717 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 68.2927 | 70.7317 | 65.8537 | 68.2927 | 70.7317 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.7983 | 0.6524 | 0.9644 | 0.955 | 0.7229 | 1.2816 |
Largest Winning Trade | 25792 | 25792 | 19556 | 38712 | 38712 | 30142 |
Largest Losing Trade | -42871 | -19742 | -42871 | -26336 | -21593 | -26336 |
Avg Bars in Trades | 298 | 305 | 291 | 298 | 305 | 291 |
Avg Bars in Winners | 210 | 232 | 186 | 210 | 232 | 186 |
Avg Bars in Losers | 489 | 482 | 494 | 489 | 482 | 494 |
Bars Traded | 24489 | 12540 | 11949 | 24489 | 12540 | 11949 |
Profit Streak | 0.8398 | 63.5898 | 0 | 0.8398 | 63.5898 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -707 | -20802 | 353570 | -843 | -23649 | 447200 |
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{ "first_band": { "type": "vwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 196, "offset": 193 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 196, "offset": 193 } } }
# | 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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