Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1731066.2104 | 1591306.9135 | 139759.2969 | 23266060.6049 | 17494478.8994 | 5771581.7055 |
Total P&L (%) | 1731.0662 | 1591.3069 | 139.7593 | 23266.0606 | 17494.4789 | 5771.5817 |
Avg Daily Profit (%) | 0.9507 | 0.874 | 0.0768 | 0.3 | 0.2844 | 0.2239 |
Buy And Hold Return (%) | 622.4371 | 622.4371 | 622.4371 | 622.4371 | 622.4371 | 622.4371 |
Max Trade Drawdown | -67818 | -49995 | -45596 | -12480521 | -13355858 | -10123989 |
Profit Factor | 3.4835 | 5.6513 | 1.3938 | 1.2932 | 1.4414 | 1.1453 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Profitability (%) | 31.2821 | 28.866 | 33.6735 | 31.2821 | 28.866 | 33.6735 |
Ratio Avg Win / Avg Loss | 7.6524 | 13.9265 | 2.7454 | 2.8407 | 3.552 | 2.2558 |
Largest Winning Trade | 999429 | 999429 | 78307 | 14090721 | 14090721 | 7256604 |
Largest Losing Trade | -25603 | -16495 | -25603 | -4151704 | -2141115 | -4151704 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 86 | 81 | 90 | 86 | 81 | 90 |
Avg Bars in Losers | 13 | 15 | 12 | 13 | 15 | 12 |
Bars Traded | 7120 | 3323 | 3797 | 7120 | 3323 | 3797 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374260 | 177344 | -261112 | 136339 | -2253 | -58025 |
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{ "first_band": { "type": "wma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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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