Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222143.5931 | 1187261.7498 | 34881.8433 | 2176567.2248 | 3056698.8741 | -880131.6493 |
Total P&L (%) | 1222.1436 | 1187.2618 | 34.8818 | 2176.5672 | 3056.6989 | -880.1316 |
Avg Daily Profit (%) | 0.6715 | 0.6523 | 0.0192 | 0.1719 | 0.1899 | 0 |
Buy And Hold Return (%) | 604.0767 | 604.0767 | 604.0767 | 604.0767 | 604.0767 | 604.0767 |
Max Trade Drawdown | -104616 | -80495 | -69239 | -4470805 | -2800178 | -2173143 |
Profit Factor | 3.2362 | 5.6672 | 1.1194 | 1.2042 | 1.6216 | 0.8467 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 39.726 | 41.6667 | 37.8378 | 39.726 | 41.6667 | 37.8378 |
Ratio Avg Win / Avg Loss | 4.9101 | 7.9341 | 1.839 | 1.8271 | 2.2702 | 1.391 |
Largest Winning Trade | 631125 | 631125 | 73287 | 3034111 | 3034111 | 1274880 |
Largest Losing Trade | -28887 | -25694 | -28887 | -1220226 | -778727 | -1220226 |
Avg Bars in Trades | 143 | 136 | 150 | 143 | 136 | 150 |
Avg Bars in Winners | 248 | 224 | 275 | 248 | 224 | 275 |
Avg Bars in Losers | 74 | 73 | 74 | 74 | 73 | 74 |
Bars Traded | 10483 | 4918 | 5565 | 10483 | 4918 | 5565 |
Profit Streak | 0 | 107.9149 | 0 | 0 | 107.9149 | 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 | -68753 | 373956 | -425830 | -74441 | 253681 | -583835 |
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{ "first_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 47, "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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