Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812365.5771 | 725660.8289 | 86704.7482 | 2259551.1169 | 2729222.808 | -469671.6911 |
Total P&L (%) | 812.3656 | 725.6608 | 86.7047 | 2259.5511 | 2729.2228 | -469.6717 |
Avg Daily Profit (%) | 0.4479 | 0.4001 | 0.0478 | 0.1744 | 0.1844 | 0 |
Buy And Hold Return (%) | 651.5459 | 651.5459 | 651.5459 | 651.5459 | 651.5459 | 651.5459 |
Max Trade Drawdown | -82793 | -52561 | -104606 | -2524090 | -1223458 | -1412291 |
Profit Factor | 1.9051 | 2.9434 | 1.1654 | 1.1874 | 1.5676 | 0.9352 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Losing Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Profitability (%) | 52.4096 | 55.4217 | 49.3976 | 52.4096 | 55.4217 | 49.3976 |
Ratio Avg Win / Avg Loss | 1.7299 | 2.3675 | 1.1938 | 1.0782 | 1.2609 | 0.958 |
Largest Winning Trade | 232508 | 232508 | 58573 | 1037585 | 1037585 | 1021702 |
Largest Losing Trade | -82793 | -30336 | -82793 | -921711 | -500195 | -921711 |
Avg Bars in Trades | 129 | 115 | 142 | 129 | 115 | 142 |
Avg Bars in Winners | 161 | 128 | 197 | 161 | 128 | 197 |
Avg Bars in Losers | 94 | 99 | 89 | 94 | 99 | 89 |
Bars Traded | 21484 | 9625 | 11859 | 21484 | 9625 | 11859 |
Profit Streak | 0 | 19.8376 | 0 | 0 | 19.8376 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74031 | -114092 | -333981 | -8083 | 305875 | -581344 |
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{ "first_band": { "type": "vwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 87, "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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