Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1358312.0355 | 1356590.9884 | 1721.0471 | 739666.9612 | 985213.3754 | -245546.4142 |
Total P&L (%) | 1358.312 | 1356.591 | 1.721 | 739.667 | 985.2134 | -245.5464 |
Avg Daily Profit (%) | 0.7486 | 0.7476 | 0.0009 | 0.1173 | 0.1315 | 0 |
Buy And Hold Return (%) | 537.4161 | 537.4161 | 537.4161 | 537.4161 | 537.4161 | 537.4161 |
Max Trade Drawdown | -111324 | -82964 | -138382 | -1268896 | -748367 | -716235 |
Profit Factor | 2.9634 | 6.0593 | 1.0041 | 1.1603 | 1.4942 | 0.9063 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 41.3043 | 41.3043 | 41.3043 | 41.3043 | 41.3043 | 41.3043 |
Ratio Avg Win / Avg Loss | 4.2112 | 8.6106 | 1.4268 | 1.6489 | 2.1233 | 1.2879 |
Largest Winning Trade | 1023379 | 1023379 | 66359 | 820218 | 820218 | 405026 |
Largest Losing Trade | -55280 | -39293 | -55280 | -367011 | -317315 | -367011 |
Avg Bars in Trades | 233 | 204 | 261 | 233 | 204 | 261 |
Avg Bars in Winners | 340 | 271 | 408 | 340 | 271 | 408 |
Avg Bars in Losers | 157 | 156 | 158 | 157 | 156 | 158 |
Bars Traded | 21440 | 9391 | 12048 | 21440 | 9391 | 12048 |
Profit Streak | 0 | 109.0537 | 0 | 0 | 109.0537 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421871 | 553053 | -576687 | -130817 | -25036 | -582419 |
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{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 171, "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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